The following assets are available, Standard Deviation Beta Expected Return 12.5% Asset Stock A 16% 1.5 Portfolio XYZ 23% 50% 3 Market Portfolio 9% 14% 1 T-bills 2% 0% Your risk aversion coefficient...

The following assets are available,<br>Standard Deviation<br>Beta<br>Expected Return<br>12.5%<br>Asset<br>Stock A<br>16%<br>1.5<br>Portfolio XYZ<br>23%<br>50%<br>3<br>Market Portfolio<br>9%<br>14%<br>1<br>T-bills<br>2%<br>0%<br>Your risk aversion coefficient is A=5. What is the optimal portfolio for a CAPM investor? In your answer include how much you allocate to all<br>the assets in the table above.<br>For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac).<br>B IUs<br>Paragraph<br>Arial<br>10pt<br>ミv<br>A V<br>o WORDS POWERED BY TINY<br>

Extracted text: The following assets are available, Standard Deviation Beta Expected Return 12.5% Asset Stock A 16% 1.5 Portfolio XYZ 23% 50% 3 Market Portfolio 9% 14% 1 T-bills 2% 0% Your risk aversion coefficient is A=5. What is the optimal portfolio for a CAPM investor? In your answer include how much you allocate to all the assets in the table above. For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). B IUs Paragraph Arial 10pt ミv A V o WORDS POWERED BY TINY

Jun 10, 2022

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The following assets are available, Standard Deviation Beta Expected Return 12.5% Asset Stock A 16% 1.5 Portfolio XYZ 23% 50% 3 Market Portfolio 9% 14% 1 T-bills 2% 0% Your risk aversion coefficient...

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