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Lurrent Allocation: 70 percent of Asset CS, 30 percent of Asset FI Sroposed Allocation: 55 percent of Asset CS, 15 percent of Asset FI, 30
Lurrent Allocation: 70 percent of Asset CS, 30 percent of Asset FI Sroposed Allocation: 55 percent of Asset CS, 15 percent of Asset FI, 30 percent of Asset PR 'ou also consider the following historical data for the three risky asset classes (CS, FI, and PR) and the risk-free rate (RFR) over a recent investment period: 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. Current Allocation: Proposed Allocation: d. Using your calculations from part (c), explain which of these two portfolios is the most likely to fall on the Markowitz efficient frontier. The is the most likely to fall on the Markowitz efficient frontier
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