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The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. Jon has a risk aversion of 6. The risk

The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. Jon has a risk aversion of 6. The risk free rate is 4%. How much should he allocate to risk free asset?

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18%

23%

54%

43%

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