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QUESTION 15 A security with normally distributed returns has an annual expected return of 15% and standard deviation of 9%. The probability of getting a
QUESTION 15 "A security with normally distributed returns has an annual expected return of 15% and standard deviation of 9%. The probability of getting a return between -2.64% and 32.64% in any one year is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05" QUESTION 16 "You are considering investing $100 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 2.5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 18% and 82%, respectively. X has an expected rate of return of 10%, and Y has an expected rate of return of 20%. The dollar values of your position in X would be if you decide to hold a complete portfolio that has an expected return of 18%. Note: Express your answers in strictly numerical terms. For example, if the answer is $500, write enter 500 as an answer." QUESTION 15 "A security with normally distributed returns has an annual expected return of 15% and standard deviation of 9%. The probability of getting a return between -2.64% and 32.64% in any one year is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05" QUESTION 16 "You are considering investing $100 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 2.5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 18% and 82%, respectively. X has an expected rate of return of 10%, and Y has an expected rate of return of 20%. The dollar values of your position in X would be if you decide to hold a complete portfolio that has an expected return of 18%. Note: Express your answers in strictly numerical terms. For example, if the answer is $500, write enter 500 as an
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