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Question 2 0/1 pts You are trying to build the best possible risky portfolio for your investment clients. You have two risky assets available to
Question 2 0/1 pts You are trying to build the best possible risky portfolio for your investment clients. You have two risky assets available to you: A risky stock with an expected excess return of 0.254 and a standard deviation of 0.97, and a risky bond with an expected excess return of 0.03, and a standard deviation of 0.775. If these two assets have a coefficient of correlation of -0.52, what proportion of the money you invest in risky assets should you put in the bond? An answer of O means invest no money in the bond, an answer of 1 means put all of your money in the bond. You Answered 0.0657 0.0657 Correct Answer 0.437 margin of error +/-0.01
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