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An investor has the utility function listed in problem 3 and is considering investing in a risky asset with an expected return of 14.25% and a standard deviation of 36% and a Treasury bill with a rate of return of 2.25%. If the investor's coefficient of risk aversion constant A is 2.5, what is their optimal portfolio weight to invest in the risky asset?
Using the information from problem 4, the investor decides that the optimal weight to invest in the risky asset y* calculated in problem 4 seems too low, and so the investor decides to invest a higher percent of the complete portfolio, namely 60%, in the risky asset to raise both the risk and the expected return for the complete portfolio. What is the expected return for the non-optimal complete portfolio with this increased level of risk?
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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