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Question 5 1 pts Suppose that the borrowing rate that your client faces is 9%. Assume that the equity market index has an expected return

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Question 5 1 pts Suppose that the borrowing rate that your client faces is 9%. Assume that the equity market index has an expected return of 13% and standard deviation of 31%, that rp = 4%. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y = 1? (Do not round intermediate calculations. Round your answers to 2 decimal places.) O y = 1 for 2.545 A s 4.22 O y = 1 for 0.34 As 0.65 O y = 1 for 0.42 S As 0.94 O y = 1 for 0.06 A 0.42

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