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Suppose you are investing $ 1M in a portfolio consisting of your five time series. How do you optimally allocate your investment among these five?
Suppose you are investing $ 1M in a portfolio consisting of your five time series. How do you optimally allocate your investment among these five? (You can assume constant risk across time.) Based on your investment strategy, what are the expected returns and risk levels? Draw the reward-risk plot.
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Financial Management Theory and Practice
Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason
2nd Canadian edition
176517308, 978-0176517304
