Suppose you are investing $ 1M in a portfolio consisting of your five time series. How do you optimally allocate your investment among these five? (You can assume constant risk across time.) Based on your investment strategy, what are the expected returns and risk levels? Draw the reward-risk plot.

Answer rating: 100% (QA)

Solution Here is how I would optimally allocate 1 million across five time series investments and an... View the full answer