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please link an excel speeadsheet Consider a risky fund with 18% standard deviation and 15% expected return and a risk free rate assets with 5%
please link an excel speeadsheet
Consider a risky fund with 18% standard deviation and 15% expected return and a risk free rate assets with 5% rate of return.
a. Write the Capital Allocation Line equation.
b. Using the fund and the risk free asset, design two portfolios; first one with 11% standard deviation, second with 22% standard deviation (calculate the fund and the risk free assets weights) and report the portfolio expected return.
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