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Provided with the following information a ) Coefficient of risk aversion is 2 . 7 5 b ) Weight provided to the asset with least
Provided with the following information
a Coefficient of risk aversion is
b Weight provided to the asset with least risk is in an
optimal risky portfolio
c Standard deviation of the portfolio is
d The asset with second powest possible weight is greater
than of the second lowest possible risky asset
e Slope of the capital allocation line is
Suggest the Optimal investment plan using all the assets.
Determine the weights of each assets with expected risk
and returns. Suggest the benefit of investing in Asset E and
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