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please asap this is all the info The optimal risky portfolio has an expected return of 15% and a standard deviation of 10%. The risk-free
please asap
this is all the info
The optimal risky portfolio has an expected return of 15% and a standard deviation of 10%. The risk-free rate is 1%. What is the fraction of wealth that should be invested in the optimal risky portfolio (with the rest in the risk-free asset) for a risk-averse investor with a risk aversion coefficient A equal to 1.7? 83.33% 88.24% 78.95% 75%Step by Step Solution
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