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Expected return and standard of a risky portfolio are 11% and 21% respectively. Risk-free rate is 5%. Mr. Yen constructed a complete portfolio with these

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Expected return and standard of a risky portfolio are 11% and 21% respectively. Risk-free rate is 5%. Mr. Yen constructed a complete portfolio with these two assets, which maximises his utility. If the standard deviation of his complete portfolio is 15.75%, what is the value of Mr. Yen's risk aversion coefficient? (You must show all necessary workings)

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