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3 (29 points) The characteristics of stock X and Y and portfolio Page sume that T-bill rate is 6%. Stock X Stock Y Expected Return 20% Standard Deviation STD Portoio (P) consisting of 60% stock Xand 40. stock Y 15% 18% A Man invested all of her $10.000 savings in stock Y If you want stock X and T-bills, how much dollars (6) would you investin portfolio will have the same expected return as Mary's part B. (Continued from #A) What will be the standard devis investment in #A? (9 points) C. If Jenny wants to invest her $10.000 savings only in would she invest in stock X and 1-bills so the pote D. John invests $2,000 in T-bill. S4 800 John's investment? points) problem #13 (29 points) The characteristics of stock X and Y and portfolio (P) are given in the table clow. Assume that T-bill rate is 6%. Stock x Stock Y Portfolio (P) consisting of 60% stock X and 40% stock Y Expected Return 20% 15% 18% Standard Deviation (STD) 25% 16% 19% A. Mary invested all of her $10,000 savings in stock Y. If you want to invest your $10,000 only in stock X and T-bills, how much dollars ($) would you invest in stock X and T-bills so that your portfolio will have the same expected return as Mary's portfolio? (8 points) B. (Continued from #A) What will be the standard deviation (STD) and Sharpe Ratio on your C. If Jenny wants to invest her $10,000 savings only in stock X and T-bills, how much dollars ($) would she invest in stock X and T-bills so that her portfolio's STD is 20%? (6 points) D. John invests $2,000 in T-bill, $4,800 in stock X, and $3,200 in stock Y. What is the STD on investment in #A? (9 points) John's investment? (6 points) .20.,25+.18.,19=8.42 15..16+.18..19 = 5.82 *5.26.(.25-.0842), 181.440842) = 8.67 37.15.4.16--0582/%4.186.19-.0582) = 6.84 2 = 1.6842-0.06)/8,67 7.2791 0582-0.06) / 0184 -2,6316