12 (CML) Below are the return statistics of stocks X and Y BC RETURN STATISTICS OF STOCKS X AND Y 4 3 Average return Variance Standard deviation 6 Covariance of returns 19 00 0 09 30 00 0 01 13 00 0 03 17 32 8 Risk free return 3 00 on a portfolio on a Calculate the capital market line (CML) using this data b Find the difference in standard deviation between a portf the CML and a portfolio on the efficient frontier, both with av return of 19 What will be the weight of the risk free asse CML portfolio otier, both with average risk free asset in the 12 (CML) Below are the return statistics of stocks X and Y BC RETURN STATISTICS OF STOCKS X AND Y 4 3 Average return Variance Standard deviation 6 Covariance of returns 19 00 0 09 30 00 0 01 13 00 0 03 17 32 8 Risk free return 3 00 on a portfolio on a Calculate the capital market line (CML) using this data b Find the difference in standard deviation between a portf the CML and a portfolio on the efficient frontier, both with av return of 19 What will be the weight of the risk free asse CML portfolio otier, both with average risk free asset in the

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12  (CML) Below are the return statistics of stocks X and Y  BC RETURN STATISTICS OF STOCKS X AND Y 4 3 Average return Variance Standard deviation 6 Covariance of returns 19 00  0 09 30 00  0 01 13 00  0 03 17 32  8 Risk free return 3 00  on a portfolio on a  Calculate the capital market line (CML) using this data  b  Find the difference in standard deviation between a portf the CML and a portfolio on the efficient frontier, both with av return of 19   What will be the weight of the risk free asse CML portfolio  otier, both with average risk free asset in the 12  (CML) Below are the return statistics of stocks X and Y  BC RETURN STATISTICS OF STOCKS X AND Y 4 3 Average return Variance Standard deviation 6 Covariance of returns 19 00  0 09 30 00  0 01 13 00  0 03 17 32  8 Risk free return 3 00  on a portfolio on a  Calculate the capital market line (CML) using this data  b  Find the difference in standard deviation between a portf the CML and a portfolio on the efficient frontier, both with av return of 19   What will be the weight of the risk free asse CML portfolio  otier, both with average risk free asset in the

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12. (CML) Below are the return statistics of stocks X and Y: BC RETURN STATISTICS OF STOCKS X AND Y 4 3 Average return Variance

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