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Asset Allocation Analysis: Risk and Return Instructions: You are required to fill out the answers for the blank green cells. The information given in blue
Asset Allocation Analysis: Risk and Return Instructions: You are required to fill out the answers for the blank green cells. The information given in blue cells is the input. You need to make the graph for investment set and the capital allocation line tangent to the set. Print out and submit both excel results and graphs for grading Expected Standard Correlation Security 1 Security 2 T-Bill Return Deviation Coefficient Covariance 12.00% 17.00% 14.00% 22.00% 0.00% 0.4000 5.00% Weight Security 1 Weight Security 2 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 Expected Standard Reward to ReturnDeviation Variabili 0.9 0.8 0.7 0.5 0.4 0.3 0.2 0.1 0.0 0.9 1.0 Minimum Variance Portfolio Weight 1 Weight 2 Return Risk Optimal Risky Portfolio Weight 1 Weight 2 Return Risk Reward-to-Variability LEGEND Enter data Value calculated See comment Optimal Portfolio wl Risk-Free Asset 15.00% Desired rate of return Weight: Optimal Portfolio Weight: Risk-Free Asset Expected Return Standard Deviation Optimal Portfolio wlo Risk-Free Asset Desired rate of return Weight 1 Weight 2 Expected Return Standard Deviation 15.00%
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