Suppose that the borrowing rate that your client faces is $6\%.$ Assume that the equity market index has an expected return of $11\%$ and standard deviation of $29\%,$ that $r_f=2\%.$

What is the range of risk aversion for which a client will neither borrow nor lend, that is$,$ for which $y=1?$

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.