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3 15 points Assume the information below represents corner portfolios. Determine the weight in asset F that is necessary to earn a portfolio return of

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3 15 points Assume the information below represents corner portfolios. Determine the weight in asset F that is necessary to earn a portfolio return of 12.0%. Corner Portfolio 20% Return 9.6% 11.6% 13.0% 5.9% Asset Weight G 0.0% 0.0% 40.0% 0.0% 30.0% 0.0% 0.0% 30.0% E 80.0% 90.0% 70.0% 20.0% B C D H 0.0% 0.0% 20.0% 10.0% Asset Return F 5.0% 2.0% 5.0% 2.0% 5.0% 2.0% 5.0% E 12.0% 12.0% 12.0% 12.0% H . 20.0% 20.0% 20.0% 20.0% 29% 63% 37% 71% 88% 33% 3 15 points Assume the information below represents corner portfolios. Determine the weight in asset F that is necessary to earn a portfolio return of 12.0%. Corner Portfolio 20% Return 9.6% 11.6% 13.0% 5.9% Asset Weight G 0.0% 0.0% 40.0% 0.0% 30.0% 0.0% 0.0% 30.0% E 80.0% 90.0% 70.0% 20.0% B C D H 0.0% 0.0% 20.0% 10.0% Asset Return F 5.0% 2.0% 5.0% 2.0% 5.0% 2.0% 5.0% E 12.0% 12.0% 12.0% 12.0% H . 20.0% 20.0% 20.0% 20.0% 29% 63% 37% 71% 88% 33%

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