Business
Business, 27.07.2021 20:50, brooket30057

Suppose Tim and Sara care only about the mean and standard deviation of their portfolio return. Tim is more risk averse than Sara. They agree on the opportunity set available. Suppose that Sara's total portfolio is the tangency portfolio. Which of these portfolios (if any) is Tim's total portfolio?

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Suppose Tim and Sara care only about the mean and standard deviation of their portfolio return. Tim...

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