Question
7 . You invest $100 in a T-bill with a rate of return of 0.05, and in a risky asset with an expected rate of
7
.
You invest $100 in a T-bill with a rate of return of 0.05, and in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15.
What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard
deviation of 0.06?
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Financial Management In The Sport Industry
Authors: Matthew T Brown, Daniel Rascher, Mark S Nagel, Chad Mcevoy
1st Edition
1934432040, 978-1934432044
