You helping a client construct a complete portfolio. You have suggested a well-diversified risky portfolio with an
Fantastic news! We've Found the answer you've been seeking!
Question:
You helping a client construct a complete portfolio. You have suggested a well-diversified risky portfolio with an expected return of 13.65%. The expected return of the risk-free asset is 3.73%. Given this, what should be the weight of the risky-portfolio if the client wishes to have an expected return of 17.00%?
Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
Posted Date: