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P3. Market Portfolio return 2017 5% 2018 4% 2019 6% 2020 3% 2021 2% Risk Free rate 1% Following Capital Market Line, if you want
P3.
Market Portfolio return | |
2017 | 5% |
2018 | 4% |
2019 | 6% |
2020 | 3% |
2021 | 2% |
Risk Free rate | 1% |
Following Capital Market Line, if you want to get 3% of return, what will be your portfolio risk in standard deviation and what is weight of risk free asset? Please use historical data above to get your answer.
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