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Business, 11.11.2020 17:50 karatsgrande3772

A portfolio has an expected rate of return of 15.3% and a standard deviation of 0.15. The risk-free rate is 6%. Which value of A (risk aversion) makes this investor indifferent between the risky portfolio and the risk-free asset?a. 5. b. 6.
c. 7.
d. 8.

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A portfolio has an expected rate of return of 15.3% and a standard deviation of 0.15. The risk-free...
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