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Suppose that there are two risky assets, C and D, the tangeney portfo lio is U%C and 40%D, and the expected return and standard deviation
Suppose that there are two risky assets, C and D, the tangeney portfo lio is U%C and 40%D, and the expected return and standard deviation of the return on the tangeney portfolio are 5% and 7% respectively. Suppose also that the riskfree rate is 2%. If you want the standard do viation of your return to be 5%.. what proportion of your capital should be in the riskfree asset, asset C, and asset D
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