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| For a U.S. investor with extreme risk aversion, is there a benefit to international diversification? A. Yes, since a 30% weighting in the EAFE index results in an increased return and decreased standard deviation than 100% investment in the S&P index. B. Yes, since a 100% weighting in international stocks results in a doubling of the expected return with only a 50% increase in risk. C. Yes, since a 70% weighting in the EAFE index results in a much higher expected return with a minimal increase in portfolio standard deviation than 100% investment in the S&P index. |