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133 Assuming you have $200,000 to invest. Use the following Information to answe the following questions 134 135 INPUT (PORTFOLIO) 136 Weights Return Risk 137

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133 Assuming you have $200,000 to invest. Use the following Information to answe the following questions 134 135 INPUT (PORTFOLIO) 136 Weights Return Risk 137 T-Bills (Risk Free 10.00% 1.00% 0.00% 138 Bonds 50.00% 6.00N 10.00% 139 Stocks 40.00% 27.00% 37.00% 140 141 Correlation Bonds/Stocks 0.2500 142 Stock Beta 2.000K 143 144 INPUT MARKET BENCHMARK) 145 Return Risk 146 S&P 500 index 13.0ON 20.00N 147 148 149 OUTPUT 150 Combined Average Total Portfolio Return 151 Combined Average Risky Portfolio Return 152 Combined Standard Deviation Risky Portfolio Return 153 Sharpe Ratio of the Risky portfolio 154 155 CAPM (Stock portfolio) 156 Jensen's Alpha (ock portfolio 157 SANAISHY

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