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6. If you have some money to invest and there are a risk-free asset and several risky assets for you to pick up, how many
6. If you have some money to invest and there are a risk-free asset and several risky
assets for you to pick up, how many preferable portfolios could you construct? Can
you provide some advice on how to construct an optimal portfolio for a risk-averse
person and for a risk-loving person? Explain your answers.
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