Question: Problem 6-24 Suppose that the borrowing rate that your client faces is 9%. Assume that the S&P 500 index has an expected return of 16%

Problem 6-24 Suppose that the borrowing rate that your client faces

Problem 6-24 Suppose that the borrowing rate that your client faces is 9%. Assume that the S&P 500 index has an expected return of 16% and standard deviation of 29%, that re = 5%. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y=1? (Do not round intermediate calculations. Round your answers to 2 decimal places.) y = 1 for | sas

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