Question
In the last ten years, the average annual return on the ISE100 stocks has been25% with a standard deviation of 40%. The risk free rate
In the last ten years, the average annual return on the ISE100 stocks has been25% with a standard deviation of 40%. The risk free rate in the same periodaveraged 15%. What is the optimal allocation to a well diversified portfolio ofstocks for an investor with a risk aversion coefficient of 3.5?
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Canadian Income Taxation Planning And Decision Making
Authors: Joan Kitunen, William Buckwold
17th Edition 2014-2015 Version
1259094332, 978-1259094330
