Problem set #7

Problem set #7 - Problem Set 7 Ec 136, Fall 2009 This...

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Problem Set 7 Ec 136, Fall 2009 This problem set is due Thursday, November 19, in class. Sorry, no late problem sets are accepted! All students must submit problem sets individu- ally. Please write your name, section time and GSI on the front page of your solution. 1. True or false Are the following statements true or false? Explain your answer in no more than two sentences. a) According to the logic of mean-variance optimization, highly risk-averse investors should hold no risky assets at all, because the positive expected excess return of stocks will not be enough compensation for the associated risk. b )InaCAPMequ i l ib r
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This note was uploaded on 09/02/2010 for the course ECON 136 taught by Professor Szeidl during the Fall '08 term at Berkeley.

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Problem set #7 - Problem Set 7 Ec 136, Fall 2009 This...

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