Question: The return data for JPMorgan Large Cap Growth R 5 ( JLGRX ) is used for the project. Here is some additional information about the
The return data for JPMorgan Large Cap Growth RJLGRX is used for the project. Here is some additional information about the fund and the market portfolio.
JLGRX Rm Rf
Avg Ret
Std
In order to find M for the fund, we need to construct an adjusted portfolio P investing in the combination of the riskfree asset and the fund. What should be the weight of the fund in the adjusted portfolio?
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