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help please The risk free rate is 0.027. If there is a risky asset with an expected return of 0.26, what would be the expected
help please
The risk free rate is 0.027. If there is a risky asset with an expected return of 0.26, what would be the expected return on a portfolio with a weight of 0.2 on the risky asset, and a weight of 10.2 on the risk free asset? What return would an investor with a risk aversion of A=8 require on an investment with a standard deviation of 0.39, if the riskfree rate is 0.010? What utility does an investor with a risk aversion of A=5.9 receive from a portfolio with an expected return of 0.26 and a standard deviation of 0.41 ? There is a riskless asset with a return of 0.026, and a risky asset with an expected return of 0.240 and standard deviation of 0.468. If you were building a portfolio for an investor with a risk aversion of A=4.7, what proportion of their assets would you invest in the risky asset Step by Step Solution
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