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The expected return and variance of Portfolio A is 10% and 8% respectively. The expected return and variance of Portfolio B is 13% and 20%
The expected return and variance of Portfolio A is 10% and 8% respectively. The expected return and variance of Portfolio B is 13% and 20% respectively. For Mr. Hsieh, what level of risk tolerance would leave him indifferent between the two portfolios?
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