Uppose your risk aversion coefficient is a 2 the expected, Ask an Expert

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uppose your risk aversion coefficient is A = 2, the expected return on the risky portfolio is 15%, the standard deviation of the risky portfolio is 30%, and the T-bill rate is 6%. If you were allocating your complete portfolio in any year between Three-In and T-bills, what fraction would you devote to Three-In? (Round your answer to 2 decimal places.) yThree-In e. If you were allocating your complete portfolio in any year between Third-In-Three and T-bills, what fraction would you devote to Third-In-Three? (Round your answer to 2 decimal places.) yThird-In-Three

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