If a portfolio has an expected excess return of 6 percent, Risk Management

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If a portfolio has an expected excess return of 6 percent

Assume that you are a mean/variance investor with total risk aversion of 0.0075. If a portfolio has an expected excess return of 6 percent and risk of 20 percent, what is your certainty equivalent return, the certain expected excess return that you would fairly trade for this portfolio?

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Risk Management: If a portfolio has an expected excess return of 6 percent

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