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Suppose that the following five portfolios are lying on the efficient frontier of an opportunity set,determine the best (optimal)portfolio,if the investor's risk tolerance is 40%
Suppose that the following five portfolios are lying on the efficient frontier of an opportunity set,determine the best (optimal)portfolio,if the investor's risk tolerance is 40%
| Portfolio | A | B | C | D | E |
| expected return | 7.60 | 9.13 | 9.43 | 9.73 | 9.85 |
| expected variance | 0.19 | 0.52 | 0.61 | 0.74 | 0.75 |
| standard deviation | 4.32 | 7.24 | 7.79 | 8.59 | 8.67 |
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Energy Audits And Improvements For Commercial Buildings
Authors: Ian M. Shapiro
1st Edition
1119084164, 978-1119084167
