Question: Use the following table to answer the question below. Expected ret. std. dev. S&P500 21% 20% 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 21% 20%
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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