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Consider a portfolio that offers an expected rate of return of 7 % and a standard deviation of 2 4 % . T - bills
Consider a portfolio that offers an expected rate of return of and a standard deviation of Tbills offer a riskfree rate of return. What is the maximum level of risk aversion for which the risky portfolio is still preferred to Tbills? Note: Do not round intermediate calculations. Round your answer to decimal places. Maximum level of risk aversion must be greater than less than
Consider a portfolio that offers an expected rate of return of and a standard deviation of Tbills offer a riskfree
rate of return.
What is the maximum level of risk aversion for which the risky portfolio is still preferred to Tbills?
Note: Do not round intermediate calculations. Round your answer to decimal places.
Maximum level of risk aversion must be
greater than
less than
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