Posted: February 20th, 2022
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Learning Goal: I’m working on a business writing question and need an explanation and answer to help me learn.a) ‘The optimal risky portfolio, created by using the mean-variance criteria, is the
same for all investors’ To what extent do you support this statement? Explain your
answer by discussing behavioural biases that may affect the composition of the
optimal risky portfolio.b) Discuss the differences between the Autoregressive Conditional
Heteroscedasticity (ARCH) model and the Generalised Autoregressive Conditional
Heteroscedasticity (GARCH) model for updating volatilities.
Requirements: each 250-300 words | .doc file
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