Portfolio and the risk-free rate

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Stocks A, B, and C have expected returns of 20 percent, 20 percent, and 15 percent, respectively, while their standard deviations are 45 percent, 30percent, and 30 percent, respectively. If you were considering the purchase of each of these stocks as the only holding in your portfolio and the risk-free rate is 0 percent, which stock should you choose? (Round answers to 2 decimal places, e.g. 15.25.)

Coefficient of variation of Stock A?

Coefficient of variation of Stock B?

Coefficient of variation of Stock C?

Which one should I choose?

Reference no: EM132383935

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