In the context of Proposition 3.4, show that (mathbb{E}left[u^{prime prime}left(widetilde{W}^{*} ight) widetilde{W}^{*}left(tilde{r}-r_{f} ight) ight] geq 0) if

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In the context of Proposition 3.4, show that \(\mathbb{E}\left[u^{\prime \prime}\left(\widetilde{W}^{*}\right) \widetilde{W}^{*}\left(\tilde{r}-r_{f}\right)\right] \geq 0\) if the utility function \(u\) exhibits decreasing relative risk aversion.

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