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5. Consider a portfolio with an expected return of 6% and a standard deviation of 15%. T-bills offer a risk-fre investment with a 3%

5. Consider a portfolio with an expected return of 6% and a standard deviation of 15%. T-bills offer a risk-fre investment with a 3% return. What is the maximum level of risk aversion a client could have and still prefer the portfolio over T-bills?

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