JPMorgan Gives Bitcoin 10% a Year – Then Keeps It Apart
Photo: Coindoo
Key Takeaways Bitcoin’s 55% volatility is triple that of stocks Gold trails Bitcoin and stocks at 0.21 Sharpe Textbook optimizer points to a 25% Bitcoin weight JPMorgan dismisses a debasement-driven rush into crypto BlackRock still caps Bitcoin allocations at 2% Run the firm’s own inputs through a standard risk-adjusted measure, though, and Bitcoin pays almost exactly what stocks pay for each unit of risk. The firm also stopped short of modeling Bitcoin alongside its other asset classes, and the reason it gives is where the real argument lies.
Source: Coindoo
