Question: Question 11 1 pts Use the following table to answer the question below. S&P500 T-bill Expected ret. 14% 8% std. dev. 19% 0% What is
Question 11 1 pts Use the following table to answer the question below. S&P500 T-bill Expected ret. 14% 8% std. dev. 19% 0% What is the level of risk aversion that will make an investor neither borrow nor lend? Assume that the lending rate equals the T-bill rate. Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321
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