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2). (Answast is given) Draw a tangent from the risk-free nate to the opportunity set. Answer: 3). Please finich the following three sob-problems. (1) What

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2). (Answast is given) Draw a tangent from the risk-free nate to the opportunity set. Answer: 3). Please finich the following three sob-problems. (1) What is the expected retum and standaed deviation of the eptimal (tangency) risky portolio? the table above, Wn=0.0466;Fn=0.3534 ) (2) Then what is the Shape ratio of the eptimal ricly portiflio? 0) to the sharpe naio of the optimal risky portfolio equal to the Sharpe ratio of the beat complete portolia when you add the rishy-ffee ased -m jou answer Yer of No. 4) Awume that we client's complete portfelio must yield an expested return of 12% What will be the standand deviatios of his coepplete portfolio that the manager will tell him about? (Mise: Avmular) 5). Assume that coe client weeld like use only the two risky assets (niock and bond staied above) is his portfolio and require an expected retura of 12%, what will be the standand Leviation of his risky portfolio that the manager will Iell him about? (Wint. Your should find weights of the hoo rishy atsets within the rity pordolio by uning ithe conditiont given that the expected retwrn of this risky 3 for formalay)

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