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Question 10 1 pts The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. JJ has a risk aversion

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Question 10 1 pts The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. JJ has a risk aversion of 2. The risk free rate is 4%. The borrowing rate is 6%. How much should he allocate to the optimal risky portfolio? O 0.3148 0 2.3148 1.7881 O 0.7881

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