Consider a situation with 5 assets making up the entire economy and the following expected rates of return and variance-covariance matrix:
Find the expected return and standard deviation of the efficient Market portfolio, assuming that CAPM holds and that the riskless rate Rf=2.1%.
Find the expected return and standard deviation of the complete portfolio for an investor with risk aversion index A=5. What fraction of his/her fund will the investor invest in risky portfolio.
	0.059438				0.003978	0.002011	0.002044	0.002684	0.002674
m=	-0.01951			V=	0.002011	0.004059	0.002044	0.000998	0.001862
	0.028503				0.002044	0.002044	0.00643	0.000821	0.001852
	0.093015				0.002684	0.000998	0.000821	0.007091	0.00272
	0.018168				0.002674	0.001862	0.001852	0.00272	0.006001