Question
If the optimal portfolio has an expected return of 10%. Which if the following is true if the risk-free return is 2% and an investor
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If the optimal portfolio has an expected return of 10%. Which if the following is true if the risk-free return is 2% and an investor wishes to achieve a return of 10%
a. 100% allocation to the optimal portfolio must be made
b. the investor must use margin
c. the investor should invest 50% in each option
d. none of the above are true
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakins
7th Edition
013213683X, 978-0132136839
