Calculate certainty equivalent return


Problem:

Dee Cousineau can earn a riskfree return of 6%. Dee expects the stock market to return 15% and exhibit a standard deviation of 20%.

Required:

Question: If Dee chooses a portfolio of 60% stocks and 40% riskfree asset, calculate Dee's certainty equivalent return.

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Accounting Basics: Calculate certainty equivalent return
Reference No:- TGS0892545

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