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Category > Business & Finance Posted 02 Jun 2017 My Price 11.00

If the correlation between the rates of return is

  • Example 9.3b Suppose you are thinking about investing your fortune of 100 in two securities whose rates of return have the following ex- pected values and standard deviations:

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  • r 1 = . 15 , v 1 = . 20; r 2 = . 18 , v 2 = . 25 .

  • If the correlation between the rates of return is ρ = − . 4 , find the opti- mal portfolio when employing the utility function

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  • U ( x ) = 1 − e − . 005 x .

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Status NEW Posted 02 Jun 2017 03:06 AM My Price 11.00

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