Suppose that a risky portfolio has an expected return of 12.7% and a standard deviation...
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Accounting
Suppose that a risky portfolio has an expected return of 12.7% and a standard deviation of 19.2%. T-Bills will offer a return of 3.4%. Your coefficient of risk aversion is 2. What weight will you put on the risky portfolio? Answer in decimal form (e.g., for 50% put 0.5 not 50: for 100% put 1), and round to the nearest four decimal places
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