Question
Assume analysts provide the following types of information. Assume no short selling and a risk free-rate of 10%. What is the optimal investment? Expected Return
Assume analysts provide the following types of information. Assume no short selling and a risk free-rate of 10%. What is the optimal investment?
Expected Return | Standard Deviation | |
Asset 1 | 10% | 5% |
Asset 2 | 4% | 2% |
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
9781118805800, 1118469941, 1118805801, 978-1118469941
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