A risky portfolio has an expected return of 12% and standard deviation of 25%. Given a risk
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A risky portfolio has an expected return of 12% and standard deviation of 25%. Given a risk free rate of 3%, what percentage of a clients portfolio should be allocated to the risky portfolio if the client has a risk aversion of 4?
Related Book For
Financial management theory and practice
ISBN: 978-1439078099
13th edition
Authors: Eugene F. Brigham and Michael C. Ehrhardt
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