- Consider that an investor can invest in three assets: Risk-free asset (T-Bill) rf=3% Risky Asset 1 (Stock) E(rS)=10%,S=19% Risky Asset 2 (Bond) E(rB)=5%,B=8% Correlation coefficient _BS=0.2 - The investor's risk aversion is given by A=5 What is the investors' optimal complete portfolio
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