Question
A is an efficient portfolio. If E a - R f = 2 * (E m - R f ), then what is the ratio
A is an efficient portfolio. If Ea - Rf = 2 * (Em - Rf), then what is the ratio of the amount borrowed on the margin to the total amount invested in the market portfolio? Assume CAPM holds.
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Personal Finance
Authors: Thomas Garman, Raymond Forgue
12th edition
9781305176409, 1133595839, 1305176405, 978-1133595830
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