Question: he information contained in the table below shows the expected return and standard deviation for a risky asset and risk - free asset. Asset Expected
he information contained in the table below shows the expected return and standard deviation for a risky asset and riskfree asset.
Asset Expected Return Risk Standard Deviation
Risky Asset
RiskFree Asset
Coefficient of Risk Aversion
Required:
Using the information in the tables above, determine the optimal allocation to the risky asset. Use the MIN functions to ensure no leverage is deployed.
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