Assume that a world has only two risky assets A and B. It is known...
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Assume that a world has only two risky assets A and B It is known that ErA AErB oB and the correlation of the two assets is zero. How would a riskaverseinvestor split her money between the two assets so as to construct her optimal portfolio?
Assume that a world has only two risky assets A and B It is known that ErA AErB oB and the correlation of the two assets is zero. How would a riskaverseinvestor split her money between the two assets so as to construct her optimal portfolio?
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