What is the risk aversion of this investor

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The expected return and standard deviation of the market index is 12% and 16% respectively? The risk -free rate is 4% if an investor invests all of her wealth into a portfolio that consists of the market index and T-bill and her portfolio has a CAPM beta of 0.8 what is the standard deviation of her portfolio?

what is the risk aversion of this investor?

Reference no: EM13267314

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