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Seven & Eight Holdings Co Ltd has an expected rate of return of 26%, and a standard deviation of 21%

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Seven & Eight Holdings Co Ltd has an expected rate of return of 26%, and a standard deviation of 21%. The risk-free rate is 3%, and assume investors use the utility function we have studied all semester.

You are the advisor for several clients, for whom you have determined the following values of risk aversion, A:

Which client is indifferent between Seven & Eight Holdings Co Ltd and the risk-free asset?

Select one:

a. Oliver

b. Benjamin

c. Olivia

d. Zoe

e. Millie