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please quickly An investor with a coefficient of risk Aversion A=5 with an Er of the risky portfolio of 15% a risk of 18% and

please quickly

An investor with a coefficient of risk Aversion A=5 with an Er of the risky portfolio of 15% a risk of 18% and a risk free rate of 4%, the position in the risk-free asset is________

Select one:

a. 44%

b. 32%

c. 56%

d. 68%

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