Repeat Problem 11 for an investor with A = 3. What do you conclude? Use these inputs

Question:

Repeat Problem 11 for an investor with A = 3.

What do you conclude?

Use these inputs for Problems 13 through 19: You manage a risky portfolio with expected rate of return of 18% and standard deviation of 28%. The T-bill rate is 8%.

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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