Suppose a risk-averse investor can choose a portfolio from, Financial Management

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Suppose a risk-averse investor can choose a portfolio from

Suppose a risk-averse investor can choose a portfolio from among N assets with independently distributed returns, all of which have identical means [E(Ri) = E(Ri )] and identical variances (al = ol).

What will be the composition of his optimal portfolio?

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Financial Management: Suppose a risk-averse investor can choose a portfolio from

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Financial Management: Suppose a risk-averse investor can choose a portfolio from

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