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Assume analysts provide the following information. Assume short sales are allowed. a) What is the optimum portfolio if the lending and borrowing rate is 6%

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Assume analysts provide the following information. Assume short sales are allowed. a) What is the optimum portfolio if the lending and borrowing rate is 6% ? What are the expected return and the standard deviation of this optimal portfolio? (4 marks) Assume analysts provide the following information. Assume short sales are allowed. a) What is the optimum portfolio if the lending and borrowing rate is 6% ? What are the expected return and the standard deviation of this optimal portfolio? (4 marks)

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