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Please show workings and answer in 3 decimal places There are three funds: Expected Return Standard Deviation 10% 15% 15% 25% T-Bill 5% Also, one
Please show workings and answer in 3 decimal places
There are three funds: Expected Return Standard Deviation 10% 15% 15% 25% T-Bill 5% Also, one of the efficient portfolios (but not an optimal risky_portfolio), Y, which consists of two risky assets (A and B), and T-bill funds has expected return of 11.3% and standard deviation of 11.6%. (Hint: this efficient portfolio, Y, is on the best feasible capital allocation line). What is the expected return of the efficient portfolio, X, which has the same standard deviation as A (i.e., 15%)? Your Answer is There are three funds: Expected Return Standard Deviation 10% 15% 15% 25% T-Bill 5% Also, one of the efficient portfolios (but not an optimal risky_portfolio), Y, which consists of two risky assets (A and B), and T-bill funds has expected return of 11.3% and standard deviation of 11.6%. (Hint: this efficient portfolio, Y, is on the best feasible capital allocation line). What is the expected return of the efficient portfolio, X, which has the same standard deviation as A (i.e., 15%)? Your Answer isStep by Step Solution
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