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QUESTION 3 Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 6 should invest entirely
QUESTION 3 Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 6 should invest entirely in a risky portfolio with a standard deviation of 24% only if the risky portfolio's expected return is at least O A 8.67% O B. 9.84% OC. 21.28% OD. 14.68%
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