Question: Use the following table to answer the question below. E[r] std. dev. S&P500 13% 25% ABC Fund 11% 15% T-bill 5% 0% Borrow 6.5% What

Use the following table to answer the question below.

E[r] std. dev.
S&P500 13% 25%
ABC Fund 11% 15%
T-bill 5% 0%
Borrow 6.5%

What is the highest fee that a client who is currently borrowing would be willing to pay to invest in your fund instead of S&P500?

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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