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9 April, 00:32

An investor has the utility function LaTeX: U=E/left[r/right]-/frac{A}{2}/sigma^2U = E [ r ] - A 2 σ 2. A portfolio has an expected rate of return of 17.4% and a standard deviation of 15%. The risk-free rate is 6%. Which value of A (risk aversion) makes this investor indifferent between the risky portfolio and the risk-free asset? Round your answer to 2 decimal places.

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  1. 9 April, 02:46
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    Step-by-step explanation:

    i have no idea what you talking about. I don't want to be mean but i don't know what your talking about
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