q35

q37

You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 6% and a risky portfolio, P. constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 60% and 40%, respectively. X has an expected rate of return of 9%, and Y has an expected rate of return of 12%. The dollar values of your positions in X, Y, and Treasury bills would be and respectively, if you decide to hold a complete portfolio that has an expected return of 84. $278.6954: $165.98125555.3234 $317.6650; $240.9899; $441,3451 $285.7143; $190.4762: $523.8095 $302.7866; $198.7065; $498.5069 The standard deviation of the return on the market portfolio is 14 and the expected return on the market portfolio is 18%. If the risk free rate of return is 10%, the market degree of risk aversion, Ais 0.57 4.08 5.00