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Suppose we are given the following info: Expected Return Standard Deviation T-Bills r f = 4% f = 0 S&P 500 (asset P) E[r P

Suppose we are given the following info:

Expected Return Standard Deviation
T-Bills rf = 4% f = 0
S&P 500 (asset P) E[rP] = 12% P = 20%

Consider an investor, David, whose risk aversion (Coefficient A) is assumed to be 3.5

Compute his optimal (complete) portfolio, round answer to 3 decimal places

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