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Suppose an investor with a level of risk aversion equals 4 faced a market index portfolio with a price of risk equals 1.6 and a

Suppose an investor with a level of risk aversion equals 4 faced a market index portfolio with a price of risk equals 1.6 and a sharp ratio equals 0.32. Based on the previous information, what is the proportion of the risk-free asset that the investor should invest in?

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