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1 Topic 1 (Ch. 6) 1 Topic 1 (Ch. 6)

1 Topic 1 (Ch. 6) - PowerPoint Presentation

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Uploaded On 2017-03-20

1 Topic 1 (Ch. 6) - PPT Presentation

Capital Allocation to Risky Assets Risk with simple prospects Investors view of risk Risk aversion and utility Tradeoff between risk and return Asset risk versus portfolio risk Capital allocation across risky and riskfree portfolios ID: 527092

portfolio risk expected return risk portfolio return expected utility risky asset 000 free investor rate deviation standard indifference curve

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