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You decide to invest $ 5 0 , 0 0 0 in a risky and risk - free portfolio. The risky asset has an expected
You decide to invest $ in a risky and riskfree portfolio. The risky asset has an expected rate of return of and standard deviation of The riskfree Tbill has a rate of return of Assume you are average risk aversion coefficient A The optimal complete portfolio should invest in risky asset.
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