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D Question 16 There are two risky assets and two investors, Alice and Bob, in the economy. Alice's wealth is $70,000, and Bob's wealth is

D Question 16 There are two risky assets and two investors, Alice and Bob, in the economy. Alice's wealth is $70,000, and Bob's wealth is $50,000. Both Alice and Bob have invested $45,000 in risky asset 1 and $15,000 in risky asset 2. Which of the following statements is wrong? Asset 1's expected return is 3 times asset 2's expected return. Alice has lent Bob $10,000. 1 pts The market portfolio consists of 75% asset 1 and 25% asset 2. If CAPM holds in this economy, the tangency portfolio consists of 75% asset 1 and 25% asset 2. K
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There are two risky assets and two investors, Alice and Bob, in the economy. Alice's wealth is $70,000, and Bob's wealth is $50,000. Both Alice and Bob have invested $45,000 in risky asset 1 and $15,000 in risky asset 2 . Which of the following statements is wrong? Asset 1 's expected return is 3 times asset 2 's expected return. Alice has lent Bob $10,000. The market portfolio consists of 75% asset 1 and 25% asset 2 . If CAPM holds in this economy, the tangency portfolio consists of 75% asset 1 and 25% asset 2

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