New answers tagged asset-allocation
Usually you would solve a system of equations to get the answer to textbook problems like this. Here you have 4 assets and 3 states of the world, so your system will have infinite solutions. If you want your asset to have exactly $ 30 of value at time 1, then just set one of the weights (3 or 4) as zero and solve the system. Otherwise, to solve a more ...
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