Question
Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 4 should invest entirely in a
Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 4 should invest entirely in a risky portfolio with a standard deviation of 20% only if the risky portfolio's expected return is at least?
Group of answer choices
21.28%
20%
18.67%
9.84%
Wil upvote answer!
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Money Talks Explaining How Money Really Works
Authors: Nina Bandelj ,Frederick F. Wherry ,Viviana A. Zelizer
1st Edition
0691202893, 978-0691202891
