Question: Use the following table to answer the question below. Expected ret. std. dev. S&P500 18% 21% T-bill 5% 0% What is the level of risk

Use the following table to answer the question below. Expected ret. std. dev. S&P500 18% 21% T-bill 5% 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 2 decimal places
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