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The difference between the optimal risky portfolio and optimal complete portfolio?

The difference between the optimal risky portfolio and optimal complete portfolio?

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Optimal risky portfolio = market portfolio + active portfolio
Optimal complete portfolio = Risk Free Rate (RFR)  + Optimal risky portfolio

The optimal risky portfolio uses an investor's extent of risk-aversion to find the optimal complete portfolio specific to the investor. The individuals who can take more risk allocate more to optimal risky portfolio than the individuals who can take lower risk. In general the higher the risk the higher the returns and higher the volatility of returns as well.

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