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3. Optimal portfolio You are presented with two assets, a risky asset with expected return E[Rp] = 15% and variance of the return Op =
3. Optimal portfolio You are presented with two assets, a risky asset with expected return E[Rp] = 15% and variance of the return Op = 22%, a riskless asset with return R; = 7%. V. If an investor's coefficient of risk aversion is A = 3, what proportion of your funds should be allocated to the risky asset
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