Question: Average return is approximately the same, at around 10% Dispersion, as measured by standard deviation = 15%, is also approximately the same 2. Using sample

 Average return is approximately the same, at around 10% Dispersion, as
measured by standard deviation = 15%, is also approximately the same 2.

Average return is approximately the same, at around 10% Dispersion, as measured by standard deviation = 15%, is also approximately the same 2. Using sample average returns and standard deviations of the two investment strategies provided in class slides (S&P 500 and Volatility Strategy), calculate the certainty equivalent risk- tree rate using mean-vartance utility, a) Assume the risk aversion coefficient equals 2

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