# Mean Variance criteria in investments

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Consider the following 3 investments

Security Expected Return Standard Deviation

J .12 .4

K .14 .4

L .13 .5

M .12 .3

Using the mean-Variance criteria, identify whether one security dominates or whether there is no dominance for each possible pair of securities.

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Using the mean-Variance criteria, solution identifies whether one security dominates or whether there is no dominance for each possible pair of securities.

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Hello

Please see the details as below

Security Expected Return Standard Deviation

J .12 .4

K .14 .4

L .13 .5

M .12 .3

There are four options to consider J, K ,L, and M. Expected return and standard deviations are given for each option. Kindly note that variance is the square of standard deviation, so we can ...

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