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What is the value of john risk aversion coefficient

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Reference no: EM133001330

Expected return and standard of a risky portfolio are 10% and 20% respectively. Risk-free rate is 4%. John constructed a complete portfolio with these two assets, which maximize his utility. If the standard deviation of his complete portfolio is 17%, what is the value of John's risk aversion coefficient?

Reference no: EM133001330

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