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You manage a risky portfolio with expected rate of return of 15% and a standard deviation of 32%. The T-bill rate is 4%. You've determined

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You manage a risky portfolio with expected rate of return of 15% and a standard deviation of 32%. The T-bill rate is 4%. You've determined that your client has a risk aversion of 2. What proportion of her investment should be allocated to your risky portfolio? 38.92% 52.71% 62.50% 24.14%

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