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Question 16 2.5 pts Suppose you manage a mutual fund that has an expected return of 15% with a standard deviation of 30% for
Question 16 2.5 pts Suppose you manage a mutual fund that has an expected return of 15% with a standard deviation of 30% for the coming year. One of your clients is thinking about investing his $100,000 in your fund and a money market fund, which generates 3% riskless return. How much should the client invest in the fund if the coefficient of his/her risk aversion is given by A = 4.8? Write your answer in dollar amount without any decimal. Example: 14349.
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