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There are two stocks in the market with expected returns of 8% and 13%, and standard deviations of 12% and 20% and the covariance is
There are two stocks in the market with expected returns of 8% and 13%, and standard deviations of 12% and 20% and the covariance is 72 basis points. What are the weights in the optimal risky portfolio? ( Wd=0. 4, We=0. 6)
What is the Sharpe Ratio?
What percent of his wealth will an investor with A=4 invest in risk-free asset?
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