Question: 5.13. What value must ACYOU Corporations expected return be in Example 5.4 to prevent us from forming a combination of Henrys portfolio, ACME, ACYOU, and
5.13. What value must ACYOU Corporation’s expected return be in Example 5.4 to prevent us from forming a combination of Henry’s portfolio, ACME, ACYOU, and the risk-free asset that is mean-variance superior to Henry’s portfolio?
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