You invest $10000 in a risk asset with an expected rate of return of 0.124 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.04. If you have a risk-aversion parameter of 2.5, what is the expected return of your complete portfolio
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Home » Mathematics » You invest $10000 in a risk asset with an expected rate of return of 0.124 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.04. If you have a risk-aversion parameter of 2.