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Consider a portfolio that offers an expected rate of return of 0.09% and a standard deviation of 20%. T-bills offer a risk-free 3% rate of

Consider a portfolio that offers an expected rate of return of 0.09% and a standard deviation of 20%. T-bills offer a risk-free 3% rate of return. What is the maximum level of risk aversion for which the risky portfolio is still preferred to bills? Round your answer to one decimal place.

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