Business
Business, 08.11.2019 02:31, artiomtyler007

You are constructing a portfolio for an investor with a risk aversion of a=10. you can invest their money in a riskless asset with a return of 0.015, or a risky asset with an expected return of 0.097 and a standard deviation of 0.06. what proportion of their assets should you put in the risky asset? an answer of 0 means none of their assets, an answer of 1 means all of their assets.

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You are constructing a portfolio for an investor with a risk aversion of a=10. you can invest their...

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