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27. Seven & Eight Holdings Co Ltd has an expected rate of return of 23%, and a standard deviation of 18%. The risk-free rate is
27. Seven & Eight Holdings Co Ltd has an expected rate of return of 23%, and a standard deviation of 18%. The risk-free rate is 4%. Suppose all investors have the following utility function: U = E(r)-(@o? You are the advisor for several clients, for whom you have determined the following values of risk aversion, A: Investor Aversion level Fred 11.7 Johnnie Jordan 0.4 Judy Penelope 5.9 Which client is indifferent between Seven & Eight Holdings Co Ltd and the risk-free asset? 28. Your supervisor, Sophia, has given you the following set of annual stock returns for Eiosal Co Ltd Year Return -12.08% 35.95% 38.63% -33.88% 0.00% Find the geometric mean
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