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Assume you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 29%. The T-Bill Rate is 3.5%.
Assume you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 29%. The T-Bill Rate is 3.5%. You have a new client who has historically invested in a portfolio with a risk premium of 11% and a sigma of 22%. What is your clients Risk Aversion? (rounded to two places) Group of answer choices 2.15 3.11 2.27 2.76 None of the above
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