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Treasury notes are paying a 1% rate of return. An investor with a coefficient of risk aversion of 3 should invest in a risky portfolio

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Treasury notes are paying a 1% rate of return. An investor with a coefficient of risk aversion of 3 should invest in a risky portfolio with a standard deviation of 24%pa only if the risky portfolio's expected return is at least 6.84%. 20.28%. 9.64%. 4.00% 11.68%

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