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Question 7 0 / 1 pts Use the following table to answer the question below. Expected ret. std. dev. S&P500 13% 15% T-bill 4% 0%

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Question 7 0 / 1 pts Use the following table to answer the question below. Expected ret. std. dev. S&P500 13% 15% T-bill 4% 0% What is the level of risk aversion that will make an investor neither borrow nor lend? Assume that the lending rate equals the T-bill rate. Round your answer to 2 decimal places. You Answered 1.56 Correct Answer 4 margin of error +/- 0.01 When an investor neither borrows nor lends, the weight of risky asset is 1 (the weight of risk-free asset is O)

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