rosaliekiscade1292 rosaliekiscade1292
  • 09-04-2024
  • Business
contestada

Assume that your degree of risk aversion increases to 8. Then, in the risky portfolio which has the highest Sharpe Ratio (the tangency portfolio), the weight of asset A will?
1) Increase
2) Decrease
3) Remain the same
4) Cannot be determined

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