Suppose securities A, B, and C have the following expected return and risk.                                                     Stock           Expected return                           Risk        A                                8%                                  6%          B                                7%                                  9%          C                              13%                                 9%          Which stock is mean-variance dominant?    Group of answer choices   Stock A Stock B Stock C none of the above all of the above

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Suppose securities A, B, and C have the following expected return and risk.                                                   

 Stock           Expected return                           Risk      

 A                                8%                                  6%        

 B                                7%                                  9%        

 C                              13%                                 9%       

 

Which stock is mean-variance dominant?   

Group of answer choices
 
Stock A
Stock B
Stock C
none of the above
all of the above
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