Risky portfolio expected return is at least

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Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 3 should invest entirely in a risky portfolio with a standard deviation of 24% only if the risky portfolio's expected return is at least ______.

A. 8.67% B. 9.84% C. 21.28% D. 14.68% E. None of the above

Reference no: EM131064034

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