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The optimal portfolio for both investors that consists of the following five industries: MATL, CONS, TELE, RE and HC. (Shown

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The optimal portfolio for both investors that consists of the following five industries: MATL, CONS, TELE, RE and HC. (Shown in the table below)

 How does this compare to the one industry and two industry portfolios in terms of diversification benefits?CONS HC MATL TELE RE E(Rp) O U Angela Weighting 31.38% 37.34% 31.28% 0.00% 0.00% 0.895% 3.464% 0.535% Boris 

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CONS HC MATL TELE RE E(Rp) O U Angela Weighting 31.38% 37.34% 31.28% 0.00% 0.00% 0.895% 3.464% 0.535% Boris Weighting 15.03% 49.98% 34.99% 0.00% 0.00% 0.906% 3.569% 0.779%

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To compare the diversification benefits of Angela and Boris s optimal portfolio consisting of five i View the full answer


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Fundamentals of Financial Management

Fundamentals of Financial Management

ISBN: 978-0324302691

11th edition

Authors: Eugene F. Brigham, ? Joel F. Houston

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Question Details
Chapter # 4
Section: Problem
Problem: 26
Posted Date: September 24, 2023 04:22:04
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