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If your client requires a 4% return per unit of variance with a risk averse metric of 4, how would you allocate their capital if
If your client requires a 4% return per unit of variance with a risk averse metric of 4, how would you allocate their capital if the most you can achieve on the risky portfolio is 3.1% What mix will your Capital Asset Line have between risky and t bills?
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Marketing Research
Authors: David A. Aaker, V. Kumar, Robert Leone, George S. Day
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