b. Construct the optimal risky portfolio. c. What is Sharpe's measure for the optimal portfolio and how

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b. Construct the optimal risky portfolio.

c. What is Sharpe's measure for the optimal portfolio and how much of it is contributed by the active portfolio? What is the M?

d. What should be the exact makeup of the complete portfolio for an investor with a co- efficient of risk aversion of 2.8?

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Investments

ISBN: 9780072339161

5th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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