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The investor has constant wealth 1 and is offered to invest in shares of a project that either gains 3/2 or loses 1 with equal probabilities. Therefore, if the investor obtains shares of this project his wealth is 1+3 α/2 with probability 1/2 and 1- α with probability 1/2. The investor is an expected utility maximizer with utility index u(z) = ln z. What is the optimal for this investor? (α Must be between 0 and 1).
Q. What is Avoidance of Risk? A business firm can avoid risk by not accepting any assignment or any transaction which involves any type of risk whatsoever. This will naturally
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A person is willing to sell some stock at Rs 500000 after one year from now. The risk free rate is 7% and the risk premium is estimated at 8%. I the person is intending to enter a
(a) Risk has always been an intrinsic part of project management. With increasing market competition, technology, and globalisation, risk management is continuously gaining wider
explain LIBOR
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