Given the information below, how to find the expected return of a portfolio and its...
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Finance
Given the information below, how to find the expected return of a portfolio and its standard deviation with the maximum marginal loss of utility dU/d?
U= E[r] + 0.4 2
E(Rp)= 43%
Risk free= 10%
dU/d= 2
y=?
1-y=?
E(Rc)= ?
(Rc)=?
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