Assume an investor's coefficient of risk - aversion is 4 and the investor's utility function is described
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Question:
Assume an investor's coefficient of riskaversion is and the investor's utility function is described by U ErA
If both Portfolios A and B are on the
same indifference curve, Portfolio As expected return is and its standard deviation is and Portfolio Bs expected return is the standard deviation of Portfolio B would be
Related Book For
Management Science The Art of Modeling with Spreadsheets
ISBN: 978-1118582695
4th edition
Authors: Stephen G. Powell, Kenneth R. Baker
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