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. Abide by all specified line limits. Questions 8 to 10 rely on the following information You are an investor keen to invest in the

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. Abide by all specified line limits. Questions 8 to 10 rely on the following information You are an investor keen to invest in the shares of Ano Led and inderd. Your plan is to constrict portfolio consisting of 30% vestment in Aseet Lidshares and 706 in Pinder Lidshares. You cstimate that the current yield on a 10-year Government bond is 3% plan to use this security Maproxy for the risk-free You also estimate that the market risk premium is 6% pa. You go on to compile the following information with a view to treating the ASX 200 index as a proxy for the market portfolio Asse Correlation coefficient Standard deviation of returns (pa) Ajeet ASX 200 Pinder und shume 16 Game boat Aspectadors Pinder Adres ASX 200 index 10-your Government hond 2017 30% 254 0 10 0.6 OS 0 1.0 0.7 0 10 0 1.0 * What is the standard deviation of returns for your portfolio as a percentage to two decimal places - 10.096 14 9. What is the hou of Anjeet At and Pinder Lad shares to wo decinul places? 14 mars 10. According to the CAPM, what is the expected return for your portfolio (as a percentage to two decimal places - 10.039.)? 17 marks)

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