Observe that in the example of a portfolio uniformly split anywhere between the fresh new high-risk collection together with risk-free investment, w
Observe that in the example of a portfolio uniformly split anywhere between the fresh new high-risk collection together with risk-free investment, w s = wf = ? , and the expected return is simply the average of the returns of the two assets: Because the simple departure of a threat-100 % free asset is actually […]