Question: Use the following table to answer the question below. E[r] std. dev. S&P500 13% 25% T-bill 6% 0% Borrow 10% What is the minimum level

Use the following table to answer the question below.

E[r] std. dev.
S&P500 13% 25%
T-bill 6% 0%
Borrow 10%

What is the minimum level of risk aversion level that will make an investor neither borrow nor lend?

What is the maximum amount of risk aversion level that will make an investor neither borrow nor lend?

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