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Suppose you have two portfolios of two assets each. Portfolio A has a standard deviation of...

Suppose you have two portfolios of two assets each. Portfolio A has a standard deviation of 0.35 and Portfolio B has a standard deviation of 0.15. Which portfolio most likely has a bigger difference between the geometric average return and the expected return (arithmetic average)?

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Prrtfolio A most likely has a bigger difference between the geometric average return and the expected return (arithmetic average) as portfolio A has a high Standard Deviation as Standard Deviation shows the risk of fluctuations in the stock Return as high as fluctuations as high as standard deviation .

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