Question
The share market is currently returning 12% p. a. and the risk-free rate of return is currently set at 5%. The share market return standard
The share market is currently returning 12% p. a. and the risk-free rate of return is currently set at 5%. The share market return standard deviation is 11% p. a. . What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 9%
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Elements Of Financial Risk Management
Authors: Peter Christoffersen
2nd Edition
0128102357, 9780128102350
