Question: (25) Consider a portfolio choice problem with a risk-free asset with return r_f and two risky assets, the ?rst with mean return ?_1=0.12 and standard

(25) Consider a portfolio choice problem with a risk-free asset with return r_f and two risky assets, the ?rst with mean return ?_1=0.12 and standard deviation ?_1=0.4 and the second with mean ?_...

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