Consider a risky portfolio, A, with an expected rate of return of 0.15 and a standard deviation of 0.15, that lies on a given indifference curve. Which one of the following portfolios might

26/30

Consider a risky portfolio, A, with an expected rate of return of 0.15 and a standard deviation of 0.15, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve?

E(r) = 0.20; Standard deviation = 0.15

E(r) = 0.15; Standard deviation = 0.10

E(r) = 0.10; Standard deviation = 0.10

E(r) = 0.15; Standard deviation = 0.20

E(r) = 0.10; Standard deviation = 0.20

Giải thích

Chọn đáp án C