Conceptually, why a risk-averse investor (I'm assuming based on A=10) would put a greater than 1 weight
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Question:
Conceptually, why a risk-averse investor (I'm assuming based on A=10) would put a greater than 1 weight in the risky portfolio and a negative weight in the risk-free asset? Is it because most of the ETFs we were given are relatively low-risk?
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