Which portfolio is optimal

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Reference no: EM131520655

You have two portfolios to select from. Portfolio 1 has an E(R) = 22% with a standard deviation of 19% and portfolio 2 has an E(R) = 18 % with a standard deviation of 17%. If the risk-free rate is 2% which portfolio is optimal? SHOW DETAILED CALCULATIONS

Reference no: EM131520655

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