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A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6%. An investor has the

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A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6%. An investor has the following utility function: U = E(N) - (A/2)s2. Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset? - Select one: a. 5 b. 6 C. O O d. 8

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