What is the expected return on a portfolio of two assets, in which you invest 150% of
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What is the expected return on a portfolio of two assets, in which you invest 150% of your net worth in A, with an average return of 10%, and borrow 50% of your net worth by selling short B, which has an average yield of 6%.
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Related Book For 
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
Posted Date:
