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Problem $6-09$ include private real estate partnerships $($PR$)$ as well:

Current Allocation: $60$ percent of Asset CS$,40$ percent of Asset FI

Proposed Allocation: $45$ percent of Asset CS$,25$ percent of Asset FI$,30$ percent of Asset PR

$\backslash$table$[[,,r_{ij}$:$,],[$Asset Class,$E(R),,CS,FI,$PR$],[$CS$,8\mathrm{.}5\%,16\mathrm{.}8\%,1\mathrm{.}0,,],[$FI$,5\mathrm{.}2,9\mathrm{.}2,0\mathrm{.}1,1\mathrm{.}0,],[$PR$,7\mathrm{.}3,12\mathrm{.}6,0\mathrm{.}6,0\mathrm{.}2,1\mathrm{.}0],[$RFR$,3\mathrm{.}3,-,,,]]$

a$.$ Calculate the expected return for the Proposed Allocation. Round your answer to two decimal places. $\%$

b$.$ Calculate the standard deviation for the Proposed Allocation. Do not round intermediate calculations. Round your answer to two decimal places. $\%$ Round your answers to three decimal places.

Current Allocation:

Proposed Allocation:

d$.$ Usina vour calculations from nart $($c$),$ explain which of these two portfolios is the most likely to fall on the Markowitz efficient frontier.

The $-$Selects the most likely to fall on the Markowitz efficient frontier.

current allocation portfolio

proposed allocation portfolio