Question
5. An investor gathers the following data relating to portfolios A, B, and C: Portfolio Expected return (%) Standard deviation of return (%) A 11.5
5. An investor gathers the following data relating to portfolios A, B, and C:
| Portfolio | Expected return (%) | Standard deviation of return (%) |
| A | 11.5 | 18 |
| B | 8 | 14 |
| C | 6 | 10 |
The investors level of risk aversion is 5.
Required:
Using the risk adjusted approach, recommend the portfolio that the investor should choose from your computation.
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Sustainable Finance And Impact Investing
Authors: Alan S. Gutterman
1st Edition
1637423764, 978-1637423769
