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I need an answer by today, 9/4 5 PM Eastern Standard Time Treasury bills are paying a 10% rate of return. A risk-averse investor with
I need an answer by today, 9/4 5 PM Eastern Standard Time
Treasury bills are paying a 10% rate of return. A risk-averse investor with a risk aversion of A = 3 should invest entirely in a risky portfolio with a standard deviation of 27% only if the risky portfolio's expected return is at least ______. Options: 10.62% 17.29% 11.87% 31.87%
A portfolio with a 25% standard deviation generated a return of 17% last year when T-bills were paying 7.5%. This portfolio had a Sharpe ratio of ____. .Options: .25 .38 .63 .21
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