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As chief investment officer of a small endowment fund, you are considering expanding the fund's strategic asset allocation from just common stock ( CS )

As chief investment officer of a small endowment fund, you are considering expanding the fund's strategic asset allocation from just common stock (CS) and fixed-income (FI) to include private real estate partnerships (PR) as well:
Current Allocation: 60 percent of Asset CS,40 percent of Asset FI
Proposed Allocation: 50 percent of Asset CS,30 percent of Asset FI,20 percent of Asset PR
You also consider the following historical data for the three risky asset classes (CS, FI, and PR) and the risk-free rate (RFR) over a recent investment period:
\table[[,,rij:,],[Asset Class,E(R),,CS,FI,PR
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