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19 You have learned that Mike, one of the greatest investors of all time, works at your local bank. You go see him for financial
19 You have learned that Mike, one of the greatest investors of all time, works at your local bank. You go see him for financial advice. You tell him that last year your portfolio (comprised of a risky asset and a government treasury bond) yielded a return of 0.097. You tell him that the risk and expected return of the risky asset were 0.1689 and 0.162 respectively. Suppose the return on risk free assets is 0.05. A) Calculate the risk of the complete portfolio. B) Determine the price of risk of this portfolio
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