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2 - 2 Asset Class Allocation Assume the expected returns, vol, and correlations between three assets - 1 Month US Bonds (USB), US Stocks (USS),
2 - 2 Asset Class Allocation Assume the expected returns, vol, and correlations between three assets - 1 Month US Bonds (USB), US Stocks (USS), and Foreign Stocks (FS) - are as given in the table marked "Given Data", and are based on data for the past year from public sources. Also assume the risk-free rates provided. Use the risk free rate marked "Risk-Free Rate" for all problems except (2e). Solve the below, and put your answers in the blocks marked with the label that corresponds to each problem \begin{tabular}{|c|c|c|c|c|c|c|} \hline \multicolumn{2}{|c|}{(2a)} & (2b) & (2c) & (2d) \\ \hline & USB & USS & FS & E(rP) & E(P) & Sharpe \\ \hline Weight: & & & & & & \\ \hline \end{tabular} 2 - 2 Asset Class Allocation Assume the expected returns, vol, and correlations between three assets - 1 Month US Bonds (USB), US Stocks (USS), and Foreign Stocks (FS) - are as given in the table marked "Given Data", and are based on data for the past year from public sources. Also assume the risk-free rates provided. Use the risk free rate marked "Risk-Free Rate" for all problems except (2e). Solve the below, and put your answers in the blocks marked with the label that corresponds to each problem \begin{tabular}{|c|c|c|c|c|c|c|} \hline \multicolumn{2}{|c|}{(2a)} & (2b) & (2c) & (2d) \\ \hline & USB & USS & FS & E(rP) & E(P) & Sharpe \\ \hline Weight: & & & & & & \\ \hline \end{tabular}
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