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Assuming you have $200,000 to invest. Use the following information to answe the following questions INPUT (PORTFOLIO) Return T-Bills (Risk Free) Bonds Stocks Weights 20.00%
Assuming you have $200,000 to invest. Use the following information to answe the following questions INPUT (PORTFOLIO) Return T-Bills (Risk Free) Bonds Stocks Weights 20.00% 50.00% 30.00% 1.25% 5.00% 22.00% Risk 0.00% 5.00% 35.00% Correlation Bonds/Stocks Stock Beta 0.2000 1.500X INPUT (MARKET BENCHMARK) Return 10.00% Risk 18.00% S&P 500 Index OUTPUT: Combined Average Total Portfolio Return Combined Average Risky Portfolio Return Combined Standard Deviation Risky Portfolio Return Sharpe Ratio of the Risky portfolio CAPM (Stock portfolio) Jensen's Alpha (stock portfolio)
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