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【简答题】
Suppose the same client as in the previous problem prefers to invest in your portfolio a proportion (y) that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio’s standard deviation will not exceed 20%. What is the investment proportion, y?
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A.
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垂体功能减退
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B.
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C.
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D.
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E.
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A.
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B.
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