Data from the last nine decades for the broad U.S. equity market yield the following statistics: average

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Data from the last nine decades for the broad U.S. equity market yield the following statistics: average excess return, 8.3%; standard deviation, 20.1%. what must have been the average coefficient of risk aversion?

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Posted Date: Apr 18, 2024 05:15 AM

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Data from the last nine decades for the broad U.S. equity market yield the following statistics: average

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To calculate the average coefficient of risk aversion we need to use the ave... View the full answer

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