8The derivation is identical to the one in Portfolio-CRRA for the portfolio-weighted return in the case
of lognormally distributed risky returns, setting the mean log return to 
and the portfolio share 
to 1.
8The derivation is identical to the one in Portfolio-CRRA for the portfolio-weighted return in the case
of lognormally distributed risky returns, setting the mean log return to and the portfolio share to 1.