Using absolute risk aversion, the risky share y* for any investor is given by: * E(Tp)...
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Using absolute risk aversion, the risky share y* for any investor is given by: * E(Tp) - Tf Ao2. Q22: What is the risk aversion coefficient for Investor who is 100% invested in the optimal risky portfolio? (Report your answer to 2 decimal places eg 1.63). Using absolute risk aversion, the risky share y* for any investor is given by: * E(Tp) - Tf Ao2. Q22: What is the risk aversion coefficient for Investor who is 100% invested in the optimal risky portfolio? (Report your answer to 2 decimal places eg 1.63).
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Related Book For
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
Posted Date:
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