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QUESTION 6 A portfolio has an expected rate of return of 13.2 and a standard deviation of 22.2. The risk-free rate is 5%. An investor

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QUESTION 6 A portfolio has an expected rate of return of 13.2 and a standard deviation of 22.2. The risk-free rate is 5%. An investor has the following utility function: U - E() - (A/2)s? Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset

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