Remaining Time: 1 hour, 56 minutes, 33 seconds Question Completion Status RELUCRURSS escon Question 4 15 points Sant You are interested in making investment in Sand B. The tree rate of rebum is 0% and the mantik promium. The capuched of 10%, the aspected rolum ofis 20. The standard deviation of Is 5% and the standard deviation of Bis 10%. Theb of Sistand the best of Bis 1,8 States Probabies 11 00 90 2 0.3 10% 20% 10% 3 0.2 15% 1 po 0% Required: (You should enter at least the two last steps och of your calculations on the systet 1. Compute the expected retum and risk of the minimum variance portfolio Maria) 2. Explain the investment Opportunity Set between Sand B? Explain with your own words how to draw a graph? (TM) 2. Compute the expected rotum and nk of the portiolo generating the highest possible return (4 Matka) 4. Explain with your own words, how to find graphicaly me portfolio of the questions. Mark 5. Explain with your own words the concept of the officient trontier and how to show graphically (Mark) 6 indicates and over-ridder-priced or any priced. Justify your answer 2 Marks) Note: No Justication, no grade Remaining Time: 1 hour, 56 minutes, 33 seconds Question Completion Status RELUCRURSS escon Question 4 15 points Sant You are interested in making investment in Sand B. The tree rate of rebum is 0% and the mantik promium. The capuched of 10%, the aspected rolum ofis 20. The standard deviation of Is 5% and the standard deviation of Bis 10%. Theb of Sistand the best of Bis 1,8 States Probabies 11 00 90 2 0.3 10% 20% 10% 3 0.2 15% 1 po 0% Required: (You should enter at least the two last steps och of your calculations on the systet 1. Compute the expected retum and risk of the minimum variance portfolio Maria) 2. Explain the investment Opportunity Set between Sand B? Explain with your own words how to draw a graph? (TM) 2. Compute the expected rotum and nk of the portiolo generating the highest possible return (4 Matka) 4. Explain with your own words, how to find graphicaly me portfolio of the questions. Mark 5. Explain with your own words the concept of the officient trontier and how to show graphically (Mark) 6 indicates and over-ridder-priced or any priced. Justify your answer 2 Marks) Note: No Justication, no grade
