Question: Assume utility function is U = E (R) 0.5A02. The Market portfolio has a return of 17.1% and standard deviation of 10.4%. The risk-free lending

Assume utility function is U = E (R) 0.5A02. The Market

Assume utility function is U = E (R) 0.5A02. The Market portfolio has a return of 17.1% and standard deviation of 10.4%. The risk-free lending rate is 4.3% and the risk-free borrowing rate is 6.0%. What is the minimum risk aversion coefficient that an investor neither lend nor borrow

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