Question 10 10 pts The market index has an expected return of 10% and a standard deviation of 16%, and the risk-free rate is 2%, and your optimal portfolio weights are 50% in the index and 50% in the risk-free. You are considering switching to portfolio of the risk-free asset and an actively managed fund which promises a before-fee expected return of 15% and a standard deviation of 23%. Suppose the fund charges you a fee of 2%, so your expected return net of fees is 13%. What is your optimal portfolio weights in the risk-free asset and the actively managed fund? I would optimally invest% of my portfolio in the actively managed fund and the rest in the risk-free asset. Question 10 10 pts The market index has an expected return of 10% and a standard deviation of 16%, and the risk-free rate is 2%, and your optimal portfolio weights are 50% in the index and 50% in the risk-free. You are considering switching to portfolio of the risk-free asset and an actively managed fund which promises a before-fee expected return of 15% and a standard deviation of 23%. Suppose the fund charges you a fee of 2%, so your expected return net of fees is 13%. What is your optimal portfolio weights in the risk-free asset and the actively managed fund? I would optimally invest% of my portfolio in the actively managed fund and the rest in the risk-free asset