Portfolio analysis 2. Consider a risky fund with 18% standard deviation and 15% expected return and a

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Portfolio analysis

2. 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 For the following questions (3-5) assume the following characteristic for two risky securities: 01 = 12% 62 = 24% and E(ri) = 15% and E(r2) = 20%

Posted Date: Jun 25, 2024 08:27 PM

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Portfolio analysis 2. Consider a risky fund with 18% standard deviation and 15% expected return and a

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