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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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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3. Optimal portfolio You are presented with two assets, a risky asset with expected return E[Rp] = 15% and variance of the return Op =

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