Your clients degree of risk aversion is A = 3.5. a. What proportion, y, of the total
Question:
Your client’s degree of risk aversion is A = 3.5.
a. What proportion, y, of the total investment should be invested in your fund?
b. What are the expected value and standard deviation of the rate of return on your client’s optimized portfolio?
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Related Book For 
ISE Investments
ISBN: 9781260571158
12th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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