Question: 2. Portfolio choice [5 pts] Ebru is a mean-variance optimising investor with risk-aversion A = 6. Suppose Ebru can choose two stocks for her investment

2. Portfolio choice [5 pts] Ebru is a mean-variance optimising investor with risk-aversion A = 6. Suppose Ebru can choose two stocks for her investment portfolio. The first stock has an expected retu...

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Finance question 2. Portfolio choice [5 pts] Ebru is a mean-variance optimising investor with risk-aversion A = 6. Suppose Ebru can choose two stocks for her investment portfolio. The first stock has...

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