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Iy current wealth is $500 and I have exponential utility. There are two assets in which I can invest, and the returns on those assets
Iy current wealth is $500 and I have exponential utility. There are two assets in which I can invest, and the returns on those assets are normally istributed. The mean and volatility of the returns on the assets are given in the following table, and the correlation between the returns is 70%. Il in the following table by computing the appropriate risk-adjusted returns. In each case, express your answer as a percentage, to the nearest ten basis oints
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