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QUESTION

The risk-free rate, average returns, standard deviations, and betas for three funds and the Samp;P 500 are given below. Fund A B C Samp;P 500 Avg...

rf7.0%    

If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio ______ is preferred.

B

S&P 500

C

A

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