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(Solved): The market portfolio represented by the S&P 500 has a 12% expected return & 20% risk. The ri ...



The market portfolio represented by the S&P 500 has a 12% expected return & 20% risk. The risk-free rate = 5% & the investor’s risk aversion coefficient A = 2.5. Use Excel to plot the CAL and the indifference curve (on the same graph) and to perform all calculations. Find the risk & return and the utility of the optimal complete portfolio. Please show the scatter plot and identify the optimal complete portfolio's location. Thank you!



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