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please show work You invest 80% in a risky portfolio and 20% in a risk-free asset. The risky portfolio is expected to return 11.2%, has
please show work
You invest 80% in a risky portfolio and 20% in a risk-free asset. The risky portfolio is expected to return 11.2%, has a standard deviation of 28%, and the risk-free rate is 4.4%. What is the expected return of the complete portfolio? (2 decimal places) What is the Sharpe ratio of the complete portfolio? (3 decimal places) What is your implied risk-aversion metric, A? (2 decimal places) Step by Step Solution
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