Question
How much will an investor allocate to O, if she demands a risk premium of 50% to invest all her wealth in a portfolio with
How much will an investor allocate to O, if she demands a risk premium of 50% to invest all her wealth in a portfolio with a standard deviation of 15%? O offers a risk premium of 12% and its standard deviation is 30%.
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Entrepreneurial Finance
Authors: J. Chris Leach, Ronald W. Melicher
2nd Edition
0324289235, 9780324289237
