Mathematics
Mathematics, 16.04.2020 02:02, alesiabarrios6

An investor has the utility function LaTeX: U=E\left[r\right]-\frac{A}{2}\sigma ^2U = E [ r ] − A 2 σ 2. A portfolio has an expected rate of return of 17.4% and a standard deviation of 15%. The risk-free rate is 6%. Which value of A (risk aversion) makes this investor indifferent between the risky portfolio and the risk-free asset? Round your answer to 2 decimal places.

answer
Answers: 2

Other questions on the subject: Mathematics

image
Mathematics, 21.06.2019 17:40, liyahlanderson2232
If square root x = -7, then x= -49 true or false
Answers: 1
image
Mathematics, 21.06.2019 18:00, misk980
Given: and prove: what is the missing reason in the proof? given transitive property alternate interior angles theorem converse alternate interior angles theorem
Answers: 1
image
Mathematics, 21.06.2019 19:00, vhs35
What is the factored form of the following expressions? d^2 – 13d + 36
Answers: 2
image
Mathematics, 21.06.2019 21:30, Travon6524
Ten members of balin's soccer team ran warm ups for practice. each member ran the same distance. their combined distance was 5/6 of a mile. to find the distance that each member ran, balin wrote the expression below.
Answers: 3
Do you know the correct answer?
An investor has the utility function LaTeX: U=E\left[r\right]-\frac{A}{2}\sigma ^2U = E [ r ] − A 2...

Questions in other subjects:

Konu
Mathematics, 21.12.2021 06:00
Konu
Mathematics, 21.12.2021 06:00