You require that your portfolio yield an expected return of 14%, and that it be efficient, that
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You require that your portfolio yield an expected return of 14%, and that it be efficient, that is, on the steepest feasible CAL.
a. What is the standard deviation of your portfolio?
b. What is the proportion invested in the money market fund and each of the two risky funds? P-968
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ISE Investments
ISBN: 9781266085963
13th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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