Question
A risky fund has an expected return of 10% and standard deviation of 15%.The T-Bill rate is 5%. An investor allocates 60% of her retirement
A risky fund has an expected return of 10% and standard deviation of 15%.The T-Bill rate is 5%. An investor allocates 60% of her retirement portfolio to the risky fund and 40% to T-Bills. What is the investor's risk aversion coefficient (A)?
8.89
0.037
4.44
3.7
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Mergers, Acquisitions and Other Restructuring Activities
Authors: Donald DePamphilis
8th edition
9780128024539, 128013907, 978-0128013908
