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Please explain step by step. I would like to know how to solve these types...

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Please explain step by step. I would like to know how to solve these types of problems. Thank you.

A portfolio has an expected rate of retum of 0.15 and a standard deviation of 0.15. The risk-free rate is 6% An investor has the following utility function: U = E(r) - Vo? Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset

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