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please solve a b c Suppose your investment budget is $ 3 0 0 , 0 0 0 and you can borrow an additional $
please solve a b c
Suppose your investment budget is $ and you can borrow an
additional $ at riskfree interest rates. You're trying to
invest all $ in risk portfolio PaCalculate the ratio y of the investment budget
invested in risky assets. Calculate the ratio y of the
investment budget invested in riskfree assets.bAssume that a oneyear investment in risky assets
results in a return of $ while paying interest of $ on
the borrowed amount. What is the expected return Erp of the
risk portfolio? What is the riskfree rate of return rf Find the
expected return ErC for the entire completion portfolio.cSuppose the standard deviation of your risk portfolio
is sigma P What is the Sharpe ratio of the completed
portfolio?
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