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d. Suppose your risk aversion coefficient is A 4, the expected return on the risky portfolio is 10%, the standard deviation of the risky portfolio
d. Suppose your risk aversion coefficient is A 4, the expected return on the risky portfolio is 10%, the standard deviation of the risky portfolio is 20%, and the T-bill rate is 6% lf you were allocating your complete portfolio in any year between Three-In and T-bills, what fraction would you devote to Three-In? (Round your answer to 2 decimal places.) Yrhree-In e. If you were allocating your complete portfolio in any year between Third-In-Three nd T-bills, what fraction would you devote to Third-In-Three? (Round your answer to 2 decimal places.) Third-In-Three
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