Suppose that you have found the optimal risky combination using all risky assets available in the economy, and that this optimal

Question

2 years ago

15

Suppose that you have found the optimal risky combination using all risky assets available in the economy, and that this optimal

risky portfolio has an expected return of 0.2 and standard deviation of 0.2. The T-bill rate is 0.05. If your risk-return preferences are best described by the utility function in this class, with a risk-aversion coefficient of 4.6. What is the expected return on your optimal complete portfolio

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1 answer:

kiruha [24] · Answer 1 · 2022-11-16T20:22:57+03:00

kiruha [24]2 years ago

7 0

Answer:

d

Explanation: