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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Organizational Behavior
Authors: Andrzej A. Huczynski, David A. Buchanan
8th Edition
273774816, 273774815, 978-0273774815
