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Suppose that your client prefers to invest in your fund aproportion y that maximizes the expected return on the completeportfolio subject to the constraint that
Suppose that your client prefers to invest in your fund aproportion y that maximizes the expected return on the completeportfolio subject to the constraint that the complete portfolio'sstandard dev 0 answers
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
