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The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. JJ has a risk aversion of 2. The risk

The optimal risky portfolio offers an expected return of 12.8% and a standard deviation of 13.79%. JJ has a risk aversion of 2. The risk free rate is 4%. The borrowing rate is 6%. How much should he allocate to the optimal risky portfolio?

0.3148

1.7881

0.7881

2.3148

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