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Risky asset: E(rp)=17%, Std Devp = 27% Risk free asset: rf = 7% y=70% (i.e., complete portfolio has 70% allocation in risky asset p) (a)
Risky asset: E(rp)=17%, Std Devp = 27% Risk free asset: rf = 7% y=70% (i.e., complete portfolio has 70% allocation in risky asset p)
(a) Complete Portfolios Expected Return?
(b) Complete Portfolios Standard Deviation?
(c) Risky assets Sharpe ratio? Complete Portfolios Sharpe ratio?
Can you please show me how to do this and work out the problem? This is study material for a test
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