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Let expected return and standard deviation of a risky portfolio are 10% and 18% respectively. Risk-free rate is 5%. If your risk-aversion coefficient is 2.5

Let expected return and standard deviation of a risky portfolio are 10% and 18% respectively. Risk-free rate is 5%. If your risk-aversion coefficient is 2.5 (with this value your utility is maximised), what will be the expected return and standard deviation of the complete portfolio at the point where your indifference curve is tangent to the CAL?

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