Question: Hi could someone please help with the below. Let expected return and standard deviation of a risky portfolio are 12% and 18% respectively. Risk-free rate
Hi could someone please help with the below.
Let expected return and standard deviation of a risky portfolio are 12% and 18% respectively. Risk-free rate is 5%. If your risk-aversion coefficient is 3, what will be the expected return and standard deviation of the complete portfolio at the point where your indifference curve is tangent to the CAL?
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