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Question 10 1 pts Use the following table to answer the question below. If you have the standard utility function described in the lecture with

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Question 10 1 pts Use the following table to answer the question below. If you have the standard utility function described in the lecture with A = 6, and you think the future will be like the 1926-1946 period, what fraction of your investments should be in the T-bill (i.e., the portfolio weight of T-bill)? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321. time T-bill ret. Std. dev. 20.48% 3.58% 1926-2012 1989-2012 1968-1988 1947-1967 1926-1946 S&P500 ret. 11.67% 11.1% 10.91% 15.35% 7.04% 3.52% 7.48% 2.28% 18.22% 16.71% 17.66% 25.63% 0.9%

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