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A portfolio has an expected rate of return of 20% and standard deviation of 30%. T-bills offer a safe rate of return of 7%. Would

A portfolio has an expected rate of return of 20% and standard deviation of 30%. T-bills offer a safe rate of return of 7%. Would an investor with risk-aversion parameter A=4 prefer to invest in T-bills or the risky portfolio? What if A=2?

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