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Suppose an investor's risk aversion A=2 and the variance of the return of the portfolio he chose is 0.0360 . The risk-free rate is 0.5%.

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Suppose an investor's risk aversion A=2 and the variance of the return of the portfolio he chose is 0.0360 . The risk-free rate is 0.5%. The value of the portfolio has 0.3 probability to go to $2500 in one year, 0.4 probability to $1000 and 0.3 probability to $1500. What is the maximum price he would pay for this portfolio

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