ad Return\ Question 3, P11-35 (similar to)\ HW Score:

50%

,\ 100 points\ Part 1 of 2\ Points: 0 of 20\ You currently have

$115,000

invested in a portfolio that has an expected return of

11%

and a volatility of

9%

. Suppose the risk-free rate is

6%

, and there is another portfolio has an expet

17%

and a volatility of

10%

.\ a. What portfolio has a higher expected return than your portfolio but with the same volatility?\ b. What portfolio has a lower volatility than your portfolio but with the same expected return?\ a. What portfolio has a higher expected return than your portfolio but with the same volatility? (Round all intermediate values to five decimal places as needed.)\ The portfolio should be composed of

$

in the other portfolio, and the remaining $ in the risk-free investment. (Round to the nearest dollar.)

You currently have $115,000 invested in a portfolio that has an expected return of 11% and a volatility of 9%. Suppose the risk-free rate is 6%, and there is another portfolio has an expected return of 17% and a volatility of 10%. a. What portfolio has a higher expected return than your portfolio but with the same volatility? b. What portfolio has a lower volatility than your portfolio but with the same expected return? a. What portfolio has a higher expected return than your portfolio but with the same volatility? (Round all intermediate values to five decimal places as needed.) The portfolio should be composed of $ in the other portfolio, and the remaining $ in the risk-free investment. (Round to the nearest dollar.)