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Question 11 (9 points) Currently there are two assets to invest. Asset A has a beta of 0.8 and an expected return of 0.05, and
Question 11 (9 points) Currently there are two assets to invest. Asset A has a beta of 0.8 and an expected return of 0.05, and Asset B has a beta of 1.4 and an expected return of 0.10. These are the only two assets available for investing. Your task is to find what combination of these two assets will give you an portfolio expected return of 0.09 Enter the values for each asset below following the respective question. You MUST use 4 decimals in EVERY calculation you make to get to the answer in order for your answer to match the answer in the system. Your answer MUST also be in decimals. For example if you obtained 43.20% you must enter: 0.4320 You must invest the following proportion in asset A ab You must invest the following proportion in asset B: ab Save
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