Question
A portfolio composed of +200% of the efficient portfolio and of -100% of the risk-free asset means (with one good answer): Borrowing 200% of the
A portfolio composed of +200% of the efficient portfolio and of -100% of the risk-free asset means (with one good answer):
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Borrowing 200% of the capital by issuing the efficient portfolio and investing 100% of the capital in the risk-free asset.
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Borrowing 100% of the capital by issuing the risk-free asset and investing 200% of the capital in the efficient portfolio.
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Investing 100% of the capital in the risk-free asset and investing 100% of the capital in the efficient portfolio.
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Mastering Attribution In Finance
Authors: Andrew Colin
1st Edition
1292114029, 978-1292114026
