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In an imaginary market there are only four risky assets: A, B, C, and D. Portfolio R is a risky portfolio containing only C and

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In an imaginary market there are only four risky assets: A, B, C, and D. Portfolio R is a risky portfolio containing only C and D. On the other hand, portfolio RF is a risk-free portfolio only including A and B. The purpose is to form an overall portfolio of R and RF, in a way that its Sharpe ratio will be 200%. If the expected return on R is 15%, and the correlation between the returns of A and B is 1, find the risk of R. In an imaginary market there are only four risky assets: A, B, C, and D. Portfolio R is a risky portfolio containing only C and D. On the other hand, portfolio RF is a risk-free portfolio only including A and B. The purpose is to form an overall portfolio of R and RF, in a way that its Sharpe ratio will be 200%. If the expected return on R is 15%, and the correlation between the returns of A and B is 1, find the risk of R

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