What is the value of the expected return of the asset

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Consider the following four investments: Asset A: with expected return of 0.12 and standard deviation of 0.3; Asset B: with expected return of 0.15 and standard deviation of 0.5; Asset C: with expected return of 0.21 and standard deviation of 0.16; and Asset D: with expected return of 0.24 and standard deviation of 0.21. What is the value of the expected return of the Asset an investor following the Mean-Varian criterion would choose?

Reference no: EM131994020

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