Ahighlyrisk-averseinvestorisconsideringtheadditionofanassettoherportfolio.Thetwosecuritiesunderconsiderationbothhaveanexpectedreturnequalto15%.However,thedistributionofpossiblereturnsassociatedwithAssetAhasastandarddeviationof12%,whileAssetB'sstandarddeviationis8%.Bothassetsarecorrelatedwiththemarketwithacorrelationcoefficientof+0.75.Whichassetshouldtheinvestoraddtoherportfolio?Selectone:
E
Cannot tell without more information
