Statistics for Management and Economics
Statistics for Management and Economics
10th Edition
ISBN: 9781285425450
Author: Gerald Keller
Publisher: Cengage Learning
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Chapter 2.3, Problem 44E
To determine

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Consider two assets with the following returns: State Prob. of state R₁ R2 1 23 13 25% 5% 2 -10% 1% Compute the optimal portfolio for an investor having a Bernoulli utility of net returns u(r) = 2√√r+ 10. Compute the certainty equivalent of the optimal portfolio. Do the results change if short-selling is not allowed? If so, how?
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