CAL and Utility

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November 7, 2020 at 5:36 am #594302
reneefongg
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Risky portfolio Return= 15%, Std deviation = 25%, Risk free rate= 3.5%
Client Risk aversion, A = 2.5,
I had calculated the utility, but I do not how to allocate risky and risk free asset based on CAL?
Tq Sir so much
November 7, 2020 at 9:17 am #594342
John Moffat
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This is not in the syllabus for Paper FM, and never has been.
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