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Consider a risky asset with expected return of 18% and standard deviation of 25%. The risk-free rate is 5%. What is the weight of the
Consider a risky asset with expected return of 18% and standard deviation of 25%. The risk-free rate is 5%. What is the weight of the risky asset in the complete portfolio if the coefficient of risk aversion is 4.08? Please report your answer in decimal terms rounded to four decimal places
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