What is the optimal portfolio beta what are the factor, Portfolio Management

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What is the optimal portfolio beta what are the factor

Generate the unconstrained optimal portfolio using moderate active risk aversion of lA = 0.10 and the CAPMMI as benchmark. What is the optimal portfolio beta? What are the factor exposures of the optimal portfolio? Discuss any concerns over these factor exposures.

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Portfolio Management: What is the optimal portfolio beta what are the factor

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Portfolio Management: What is the optimal portfolio beta what are the factor

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