Question
please quickly An investor with a coefficient of risk Aversion A=5 with an Er of the risky portfolio of 15% a risk of 18% and
please quickly
An investor with a coefficient of risk Aversion A=5 with an Er of the risky portfolio of 15% a risk of 18% and a risk free rate of 4%, the position in the risk-free asset is________
Select one:
a. 44%
b. 32%
c. 56%
d. 68%
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International Financial Management
Authors: Cheol Eun, Bruce Resnick
7th Edition
0077861604, 9780077861605
