Which of the following(s) affects the composition of the optimal risky portfolio? I. Expected returns of...

Which of the following(s) affects the composition of the optimal risky portfolio?

I. Expected returns of assets

II. Standard deviations of assets

III. Risk-aversion

IV. Correlation among assets

V. Risk-free rate

	A.	I, II, III, and IV
	B.	I, II, and III
	C.	I, II, IV, and V
	D.	I, IV, and V
	E.	I, II, and IV

Expert Solution

jeff jeffy answered 1 year ago

Explain optimal risky portfolio

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