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- 2011-7-11
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Linear relationship between 2 portfolios lying in the efficient frontier.
And u choose these PF depending on the expected return u want.
U have to do that as u cannot short the Risk free asset to buy more of the market PF having the highest Sharpe ratio
Edited 1 time(s). Last edit at Monday, June 20, 2011 at 11:14AM by Fridge. |
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发表于 2011-7-26 04:05
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