Treasury bills are paying a 5 % rate of return. A risk - averse investor with a

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Treasury bills are paying a

5 %

rate of return. A risk

-

averse investor with a risk aversion of A

= 4

should invest entirely in a risky portfolio with a standard deviation of

22 %

only if the risky portfolio's expected return is at least

______.

Posted Date: May 18, 2024 08:08 PM

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