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St.Dev=0.09572 Variance= 0.00916 Return=5.7486% Risk free rate =4% Sharpe= 0.18268 Assume an investor has a risk aversion factor of 3. If they had 100,000, how

St.Dev=0.09572

Variance= 0.00916

Return=5.7486%

Risk free rate =4%

Sharpe= 0.18268

Assume an investor has a risk aversion factor of 3. If they had 100,000, how much should they put in the risky portfolio calculated above?

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