Question
The risk-free rate of return in 6%. The market value of return is 12% with a standard deviation of 8%. If you desire to earn
The risk-free rate of return in 6%. The market value of return is 12% with a standard deviation of 8%. If you desire to earn a rate of return of 10%, in what proportion should you hold market portfolio and the risk-free asset?
Note: Use excel shorcuts and share formulae
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Fundamentals Of Investments Valuation And Management
Authors: Bradford D Jordan, Thomas W. Miller Jr., Steven D. Dolvin
6th Edition
0073530719, 9780073530710
