Question: What is the minimum value for the risk aversion measure (A) that an investor would need to have in order to be willing to invest

What is the minimum value for the risk aversion measure (A) that an investor would need to have in order to be willing to invest in a portfolio which has an expected return of 24.2% with a standard deviation of 25.5%, if the risk-free rate is 2.2%. Select one: a. 6.77% b. 3.61% O c. 3.38% d. 6.97%
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