Question: Using sample average returns and standard deviations of the two investment strategies provided (S&P 500 and Volatility Strategy), calculate the certainty equivalent risk-free rate for

Using sample average returns and standard deviations of the two investment

Using sample average returns and standard deviations of the two investment strategies provided (S&P 500 and Volatility Strategy), calculate the certainty equivalent risk-free rate for the S&P500. Assume mean-variance utility with risk aversion coefficient equal to 2. Enter your answer in percentage points with two decimal spaces. Using sample average returns and standard deviations of the two investment strategies provided (S&P 500 and Volatility Strategy), calculate the certainty equivalent risk-free rate for the S&P500. Assume mean-variance utility with risk aversion coefficient equal to 2. Enter your answer in percentage points with two decimal spaces

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