Essentials Of Investments
11th Edition
ISBN: 9781260013924
Author: Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher: Mcgraw-hill Education,
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Assume you have an optimal risky portfolio with an expected return of 17% and a standard deviation of 34%, if the current risk free rate is 5% what is the optimal percentage to invest in ORP (y*)?
Please write all percentages as decimals (for example write .242 instead of 24.2%). Use a risk aversion measure (A) of 2. Please use 5 decimal places in your response
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