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Mathematics, 12.03.2020 06:06 csteward2917

Portfolio A has an expected return of 5% and a standard deviation of 11%. Portfolio B has a standard deviation of 17%. Consider 3 investors. Investor 1 requires an expected return of 13% to make him equally happy with portfolio B than with portfolio A. Investor 2 requires 10% and person 3 requires 8%. What can you infer about their risk aversion

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