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Business, 12.03.2020 04:54 reycaden

If everyone holds the tangency portfolio (perhaps also combining it with the risk-free asset), and if there are 10K stocks, each with 1M shares outstanding, and if the share price of Apple is $300 while the total value of the stock market is $1T (trillion), what will be the weight of Apple in the tangency portfolio?

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If everyone holds the tangency portfolio (perhaps also combining it with the risk-free asset), and i...
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