1. What would happen to the expected return on a risky-asset portfolio if investors perceived an increase in the fluctuation (volatility) of risky assets? 2. If you were presented with two investments...


1. What would happen to the expected return on a risky-asset portfolio if investors perceived an increase in the fluctuation (volatility) of risky assets?


2. If you were presented with two investments opportunity sets with the following Sharpe ratios, 0.55 and 0.57, which one would you select and why?



May 24, 2022
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