Given the utility function u er ndash 05asigma2 and the, Financial Management

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Given the utility function u er ndash 05asigma2 and the

Given the utility function U = E(r) – 0.5Aσ2 and the fact that T-bill offer a risk-free rate of 4%, what is the minimum value for the risk-aversion coefficient A where an investor prefers the T-bills to an investment returning 10% with a standard deviation of 18%? (Hint: T-bills are risk-free)

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Financial Management: Given the utility function u er ndash 05asigma2 and the

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Financial Management: Given the utility function u er ndash 05asigma2 and the

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