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An investor decided that the potential portfolio risk is fixed to ^2 p = 0.5 and wants to maximize his expected portfolio return: What will
An investor decided that the potential portfolio risk is fixed to ^2 p = 0.5 and wants to maximize his expected portfolio return: What will be his investment policy? (The investor may invest more or less than his wealth) - consider the same situation assuming that the investor can invest in a risk free asset (sum of w =1)
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