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3. Suppose the average return of the S&P 500 over the last50 years has been 7.8% with a standard deviation of 20% per year.Also assume
3. Suppose the average return of the S&P 500 over the last50 years has been 7.8% with a standard deviation of 20% per year.Also assume the risk free rate is 3.5%. a. Find the optimal weightof t 2 answers
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
