Question
Consider the following data for portfolios A and B, which are both on the efficient frontier: r A = 11%, r B = 14%, A
Consider the following data for portfolios A and B, which are both on the efficient frontier: r A = 11%, r B = 14%, A = 10%, B = 17%. If you want to earn 12% by investing in A and B, what portion of your money must you invest in A?
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The Handbook Of European Fixed Income Securities
Authors: Frank J. Fabozzi, Moorad Choudhry
1st Edition
0471430390, 978-0471430391
