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The market portfolio has an expected return of 9.5% with a volatility of 17% while the T-bills earn 3.3%. Your degree of risk aversion is
The market portfolio has an expected return of 9.5% with a volatility of 17% while the T-bills earn 3.3%. Your degree of risk aversion is 3.8. You have $50,000 to invest. How much (in $, NOT in %) will you invest in the market portfolio? (Enter your answer in dollars with 2 decimals, but do not use the "$") 28,228.01
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Fundamentals of Financial Management
Authors: Eugene F. Brigham
Concise 9th Edition
1305635937, 1305635930, 978-1305635937
