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10. Consider risky Asset A, with expected return of 8% and return standard deviation of 10%. The Treasury bill rate is 2%. a. Graph your

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10. Consider risky Asset A, with expected return of 8% and return standard deviation of 10%. The Treasury bill rate is 2%. a. Graph your investment opportunity set if you can neither borrow nor short-sell Asset A. 82% 10% b. Graph your investment opportunity set if you can borrow at the T-bill rate without limit, but you cannot short-sell Asset A. C. Graph your investment opportunity set if you can borrow at 4%, up to 50% of your money (ie the maximum you can invest in Asset A is 150% of your money). You cannot short-sell Asset A. 10. Consider risky Asset A, with expected return of 8% and return standard deviation of 10%. The Treasury bill rate is 2%. a. Graph your investment opportunity set if you can neither borrow nor short-sell Asset A. 82% 10% b. Graph your investment opportunity set if you can borrow at the T-bill rate without limit, but you cannot short-sell Asset A. C. Graph your investment opportunity set if you can borrow at 4%, up to 50% of your money (ie the maximum you can invest in Asset A is 150% of your money). You cannot short-sell Asset A

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