Question
The optimal risky portfolio has an expected return of 12.8% and a standard deviation of 13.79%. Tim has a risk aversion of 2.5. The risk
The optimal risky portfolio has an expected return of 12.8% and a standard deviation of 13.79%. Tim has a risk aversion of 2.5. The risk free rate is 4%. The borrowing rate is 6%. How much should he allocate to the optimal risky portfolio?
Group of answer choices
1.43
.79
.57
1.85
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Project Finance In Asia
Authors: Larry H. P. Lang
1st Edition
0444828044, 9780444828040
