In the portfolio problem with the same choice of parameters (t=1, r=.05, mu=.06, sigma=.03), how large should

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In the portfolio problem with the same choice of parameters $t=1, r=.05, \mu=.06, \sigma=.03$, how large should $a$ be so that it is optimal to keep at least half of the initial wealth in the non-risky asset?

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Introduction To The Mathematics Of Operations Research With Mathematica

ISBN: 9781574446128

1st Edition

Authors: Kevin J Hastings

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Question Posted: May 21, 2024 03:03 AM

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In the portfolio problem with the same choice of parameters (t=1, r=.05, mu=.06, sigma=.03), how large should

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Introduction To The Mathematics Of Operations Research With Mathematica

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