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Let A(0) = 100, A(1) = 105, S(0) = 90 and S(1) {100, with probability 2/5 80, with probability 3/5 Suppose a portfolio has 50
Let A(0) = 100, A(1) = 105, S(0) = 90 and S(1) {100, with probability 2/5 80, with probability 3/5 Suppose a portfolio has 50 shares of stock and 40 shares of risk-free bond. Find expected return of the portfolio at t = 1
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