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State Future Prices Security S Future Prices se t 1 10$ 30$ 2. 20$ 10$ The current prices are G(1) = 8$ , and H(1) = 9$ both future states are equally , Initial endowment = 750 $ A- If you want to pur

State Future Prices Security S Future Prices se t
1 10$ 30$
2. 20$ 10$
The current prices are G(1) = 8$ , and H(1) = 9$ both future states are equally , Initial endowment = 750 $
A- If you want to purchase a completely risk-free portfolio, how many unites of G & H will you buy?
B- What is the implied risk- free return?

Apr 15 2021 View more View Less

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