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no need to answer I accidentaly posted it do not solve this Chapter 7 The following data apply to Problems tha desition of the optimal

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no need to answer I accidentaly posted it
do not solve this
Chapter 7 The following data apply to Problems tha desition of the optimal y por What is the same of the best fusible CALS 9. You nequire that your portfolio yielu sa expected return of 145, and that the ce n te best feasible CAL What is the standard deviation of your portfolio What is the proportionate in the T-bil fund and each of the two y funds 10. If you were to use only the two risky funds, and still require an expected return of 145. wat would be the investment proportions of your portfolio Compare its standard deviation to that of the optimized portfolio in Problem 9. W a gou conclude 11. Stocks offer an expected rate of return of 185. with a standard deviction of 225. Gold offers expected return of 105 with a standard deviation of 305 In light of the apparent inferiority of gold with respect to both te a m and vality would you hold goldirsa, demonstrats graphically why one would do . Given the data above, reanswer d) with the odditional assumption that the creation coefficient between gold and stacksouls 1. Draw a graph illustrating why oce would would not hold you in oce's porcol c. Could the set of assumptions in purt (b) for expected rettsstand desiti od carrelation represet an equilibrium for the security mat? 12. Suppose that there are many stocks in the security market and that the characteristic of dis A and are given as follows Stock Expecad Retum Standard Deviation Correlation - Suppose that it is possible to borrow at the risk-free rate. What must be the value of the free rete? Think about constructing a risk-free portfolio from stocks A and ) Chapter 7 The following data apply to Problems tha desition of the optimal y por What is the same of the best fusible CALS 9. You nequire that your portfolio yielu sa expected return of 145, and that the ce n te best feasible CAL What is the standard deviation of your portfolio What is the proportionate in the T-bil fund and each of the two y funds 10. If you were to use only the two risky funds, and still require an expected return of 145. wat would be the investment proportions of your portfolio Compare its standard deviation to that of the optimized portfolio in Problem 9. W a gou conclude 11. Stocks offer an expected rate of return of 185. with a standard deviction of 225. Gold offers expected return of 105 with a standard deviation of 305 In light of the apparent inferiority of gold with respect to both te a m and vality would you hold goldirsa, demonstrats graphically why one would do . Given the data above, reanswer d) with the odditional assumption that the creation coefficient between gold and stacksouls 1. Draw a graph illustrating why oce would would not hold you in oce's porcol c. Could the set of assumptions in purt (b) for expected rettsstand desiti od carrelation represet an equilibrium for the security mat? 12. Suppose that there are many stocks in the security market and that the characteristic of dis A and are given as follows Stock Expecad Retum Standard Deviation Correlation - Suppose that it is possible to borrow at the risk-free rate. What must be the value of the free rete? Think about constructing a risk-free portfolio from stocks A and )

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