Waiting for answer This question has not been answered yet. You can hire a professional tutor to get the answer.
QUESTION
The data values to use for this quiz are as follows:Min Wgt per stock = -16.0%Max Wgt per stock = 14.0%Risk-Free Rate = 0.083%Size of Portfolio = 77,500,000WP_1 = 30.00%Client's Risk Aversion: A = 0.9
The data values to use for this quiz are as follows:
Min Wgt per stock = -16.0%
Max Wgt per stock = 14.0%
Risk-Free Rate = 0.083%
Size of Portfolio = 77,500,000
WP_1 = 30.00%
Client's Risk Aversion: A = 0.90
WPCAL = 78.00%
Return on Client Portfolio 4 =
Standard Deviation of Client Portfolio 4 =
Return on Highest CAL Tangent Portfolio =
Standard Deviation of Highest CAL Tangent Portfolio =
