Problem 1 You are a financial advisor and a client comes to you with the following portfolio: Google 30.0% AngloGold 10.0% Altria 5.0% Exxon 20.0% Biogen 5.0% Apple 30.0% After doing research and preparing some information you meet again with your client. Please use the 10 year monthly return information provided on the 6 stocks to create a better portfolio for your client. What does the optimal asset allocation look like? What is the average portfolio rate of return? What is portfolio risk? Please draw the efficient frontier. Can you outperform any point on the efficient frontier? If yes, what is the new rate of return and risk? Please draw the security market line or capital market line. Risk free rate of return is 0.165% per month Problem 1 You are a financial advisor and a client comes to you with the following portfolio: Google 30.0% AngloGold 10.0% Altria 5.0% Exxon 20.0% Biogen 5.0% Apple 30.0% After doing research and preparing some information you meet again with your client. Please use the 10 year monthly return information provided on the 6 stocks to create a better portfolio for your client. What does the optimal asset allocation look like? What is the average portfolio rate of return? What is portfolio risk? Please draw the efficient frontier. Can you outperform any point on the efficient frontier? If yes, what is the new rate of return and risk? Please draw the security market line or capital market line. Risk free rate of return is 0.165% per month