There is a riskless asset with a return of 0.026, and a risky asset with an expected return of 0.240 and standard deviation of 0.468. If you were building a portfolio for an investor with a risk aversion of A=4.7, what proportion of their assets would you invest in the risky asset? What utility does an investor with a risk aversion of A=5.9 receive from a portfolio with an expected return of 0.26 and a standard deviation of 0.41 ?

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