Question
Find the appropriate weights for the optimal complete portfolio, which is formed by allocating your funds between optimal risky portfolioand the risk-free asset. Also, calculate
Find the appropriate weights for the "optimal complete portfolio", which is formed by allocating your funds between optimal risky portfolioand the risk-free asset. Also, calculate the portfolio expected returns, standard deviation, Sharpe ratio and investor's utility.
Cells G28-G35. ( show formulas)
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
