1.

There is 36-year annual return data on an asset. The average annual return is said to be 10%. The volatility of this asset was estimated at 27% for the same period.The rate of return for each year is a probability variable that is determined independently of the rate of return for another year and according to the same distribution.When a 95% confidence interval is obtained for the expected annual return on this asset, what if the lower limit is calculated? Please answer in % units.

2.

property	market capitalization	Covariance between Portfolio Returns and their Asset Returns
A	40,000	0.15
B	20,000	-0.10
C	10,000	0.20
D	30,000	-0.05

Please answer in % to the first decimal place.

For example, if the calculated value is 31.45%, you can write 31.5.

3.

Let's say there are two stocks, A and B.

1. The annual expected returns of shares A and B are 10% and 15%, respectively.

2. The volatility of the annual returns of A and B shares is 18% and 20%, respectively.

3. The correlation coefficient for the return on the two assets is 0.25.

4. An expected return on a portfolio of X and Y was 12%.

Given the volatility of the portfolio we're talking about in 4?

Mark up to the second decimal place in % units.

4.

I'm going to invest in two of the following four portfolios.

What is the final portfolio configured to include all the assets in the inefficient portfolio?

Portfolio	Expected rate of return	Volatility
A	3%	10%
B	5%	10%
C	5%	15%
D	7%	20%

1. A
2. B
3. C
4. A

5.

Suppose the following information is known about a portfolio of two assets, a risk-free asset and a risk asset X.

1. The Sharpe Ratio of this portfolio is 0.3667.

2. The annual risk-free rate of return is 4%.

3. If this portfolio had invested 50% in risk-free returns and 50% in risk-free assets, the expected return would have been 9.5%.

Now, let's say that this portfolio is actually composed of 20% investment in risk-free assets and 80% investment in risk-free assets X. Calculating the volatility of the return on this portfolio (20%, 80%)?

Mark the variability in % and up to the second decimal place.

Please write the steps for each topic. Thank you very much.