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A risky portfolio has an expected return of 10%, and standard deviation of 25%. The risk-free rate is 3%. Your degree of risk aversion is

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A risky portfolio has an expected return of 10%, and standard deviation of 25%. The risk-free rate is 3%. Your degree of risk aversion is A-40, assuming a utility function U = Efr) - Yo'. What is the standard deviation of your OPTIMIZED portfolio? Me Choice 20 21 14%

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