投资学计算,速回计算Supposethattheborrowingrateis9%.AssumethattheS&P500indexhasanexpectedreturnof13%andstandarddeviationof25%,thatRf=5%,Considerthefollowingariskyfund(E(r)=11%,standarddeviation=15%),and

Question

投资学计算,速回
计算 Suppose that the borrowing rate is 9%. Assume that the S&P 500 index has an expected return of 13% and standard deviation of 25%, that Rf= 5%,Consider the following a risky fund(E(r) = 11%, standard deviation = 15%), and a risk free asset
1. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y=1?
2. What is the largest percentage fee that a client who currently is lending (y1)?
要的不是翻译，是答案

Answer 1

Suppose that the borrowing rate is 9%.Assume that the S&P 500 index has an expected return of 13% and standard deviation of 25%,that Rf= 5%,Consider the following a risky fund(E(r) = 11%,standard deviation = 15%),and a risk free asset
1.What is the range of risk aversion for which a client will neither borrow nor lend,that is,for which y=1?
2.What is the largest percentage fee that a client who currently is lending (y1)?
题目译文：
假设借款利率为9%,标准普尔500指数预期回报率是13%,标准离差是25%.
考虑以下风险资金(E(r)= 11%,标准偏差= 15%),以及无风险资产.
1,在y=1的情况下,客户既不借款也不贷款的风险幅度是多少?
2,客户现在借出款项中,愿意投资你的资金的最大比例是多少?(y1)?
标准精确译文,正好我也学这个,里面的财务金融术语都是对的.
希望对楼主有用!