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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To find the risk aversion coefficient for an investor who is 100 invested in the optimal risky portf... View the full answer
Related Book For
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
Posted Date:
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