Problem 2. Expected return of short selling. An asset has an expected return of 16% and risk (SD) of 8%. An investor short-sells this asset and holds the proceeds as cash. The expected return for the investor's portfolio is Problem 3: Risk of short selling An asset has an expected return of 16% and risk (SD) of 8%. An investor short-sells this asset and holds the proceeds as cash. The risk for the investor's portfolio is Problem 2. Expected return of short selling. An asset has an expected return of 16% and risk (SD) of 8%. An investor short-sells this asset and holds the proceeds as cash. The expected return for the investor's portfolio is Problem 3: Risk of short selling An asset has an expected return of 16% and risk (SD) of 8%. An investor short-sells this asset and holds the proceeds as cash. The risk for the investor's portfolio is