Multiple Choice
The variance of the return on the market portfolio is .0400 and the expected return on the market portfolio is 20%.If the risk-free rate of return is 10%,the market degree of risk aversion,A,is _________.
A) 0.5
B) 2.5
C) 3.5
D) 5.0
Correct Answer:
Verified
Correct Answer:
Verified
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