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Probability Portfolio Market 0.1 0.3 0.1 0.2 0.4 0.7 0.5 0.3 0.3 0.2 0.1 0.2 risk free rate is 6% 1. how much would you

Probability Portfolio Market

0.1 0.3 0.1

0.2 0.4 0.7

0.5 0.3 0.3

0.2 0.1 0.2

risk free rate is 6%

1. how much would you invest in the market portfolio and risk free asset, if you were to maintain the same beta as this portfolio

2. did this portfolio exceed market expectation?

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