Is the following statement true or false? Explain your answer briefly (in no more than four sentences). "Suppose the tan

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answerhappygod
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Is the following statement true or false? Explain your answer briefly (in no more than four sentences). "Suppose the tan

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Is the following statement true or false? Explain your answer briefly (in no more than four sentences).
"Suppose the tangency portfolio of risky assets has an expected return of 12% with a standard deviation of 20%. The risk-free rate is 4%. If you are a mean-variance optimising investor with risk-aversion coefficient A = 2, your optimal portfolio consists of 100% risky assets."
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