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a - 1 . If your portfolio is invested 2 0 percent each in A and B and 6 0 percent in C , what
a If your portfolio is invested percent each in A and and percent in what is
the portfolio expected return? Do not round intermediate calculations and enter
your answer as a percent rounded to decimal places, eg
a What is the variance? Do not round intermediate calculations and round your
answer to decimal places, eg
a What is the standard deviation? Do not round intermediate calculations and
enter your answer as a percent rounded to decimal places, eg
b If the expected Tbill rate is percent, what is the expected risk premium on the
portfolio? Do not round intermediate calculations and enter your answer as a
percent rounded to decimal places, eg
c If the expected inflation rate is percent, what are the approximate and exact
expected real returns on the portfolio? Do not round intermediate calculations
and enter your answers as a percent rounded to decimal places, eg
c What are the approximate and exact expected real risk premiums on the portfolio?
Do not round intermediate calculations and enter your answers as a percent
rounded to decimal places, eg
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