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There are two risky assets. Asset A has an expected return of 0.11 and a return variance of 0.02, while the expected return and return

There are two risky assets. Asset A has an expected return of 0.11 and a return variance of 0.02, while the expected return and return variance of asset B are 0.25 and 0.04 respectively. Considering a risk-averse investor with a mean-variance preference of investments, the certainty equivalent return for asset Ais 0.04. What should be the certainty equivalent return for asset B to this investor? Please round your calculation to the nearest 2nd decimal and fill in the calculated number below. Please put your answer as decimal values instead of percentage points (e.g., 0.01, but not 1%).

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