Question: 5 . Consider a portfolio that offers an expected rate of return of ( 7 % ) and a standard deviation of

5. Consider a portfolio that offers an expected rate of return of \(7\%\) and a standard deviation of \(18\%\). T-bills offer a risk-free \(2\%\) rate of return. What is the maximum level of risk aversion for which the risky portfolio is still preferred to T-bills?
5 . Consider a portfolio that offers an expected

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