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Assume there are two investments to choose from: investment A has an expected return of 10% and a standard deviation of 15%, and investment B also has an expected return of 10% but its standard deviation is 20%. The risk neutral investor would: A. choose either investment A or B since they are not concerned about the level of risk but only with the level of return. B. choose investment A because it has a higher return for a given level of risk. C. not choose investment B because it has a higher level of risk with no additional compensation. |