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Question 19 5 pts A risky fund has an expected return of 10% and standard deviation of 18%. The risk-free rate is 6%. Arisk-averse investor

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Question 19 5 pts A risky fund has an expected return of 10% and standard deviation of 18%. The risk-free rate is 6%. Arisk-averse investor having a risk aversion coefficient (A) equal to 3.5. is considering investing a portion of her retirement money in the risky fund with the remainder in cash. The Sharpe ratio of her optimal complete portfolio is: O 0.22 045 0.35 Can't tell from information provided. Need the return and risk of the optimal complete portfolio. 0.56 Next

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