Question
Suppose Optimal Risky Portfolio has the following characteristics: Rp = 12% and Rf = 3%, p = 15% What would be the investment proportion into
Suppose Optimal Risky Portfolio has the following characteristics: Rp = 12% and Rf = 3%, p = 15%
What would be the investment proportion into Risky Portfolio and Risk Free security to achieve return of 10%?
What would be the St. Dev. of such final combination portfolio? (2 possible ways to calculate):
What is the optimal investment amount into Risky portfolio if investors Risk Aversion factor is 3?
What is the Sharpe Ratio or the Slope of the CAL?
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Quantum Economics And Finance
Authors: David Orrell
3rd Edition
1916081630, 978-1916081635
