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An investor has 66% of his portfolio invested into risky assets and his portfolio respects his degree of risk aversion. The expected return on risky
An investor has 66% of his portfolio invested into risky assets and his portfolio respects his degree of risk aversion. The expected return on risky assets is 12%, with a volatility of 15.1%. The risk-free rate is 1.4%. What is the degree of risk aversion of this investor? (Enter your answer in decimal with 1 decimal.)
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