The ex-dividend price for a share stands at 5000 to years later 1 and sell al 30 in year 2 Dend perhe year end. Calculate ) live walute of to the contrast it with (m) the dexate of return to the we Explain the terms used to furthex antigues on the calculation b. An investor has mean-variance preferences given by Wijaya) = -b. where up is the expected retum on the wester's portiola, is the need the investor's portfolio, and p> is a parameter describing the events tiek aversion Suppose all investments available to the westor are located on the security market line which cuts through the risk-free retum 3% and the market ponto with expected retum m= 7%. The variance of the market portiolio is Wh. Derive the critical value of p such the optimal porinin weil asset is ROOL variance preferences en wy Wy) expected retum on the westor's portion, the vestor's portfolio, and p >O is a parameter descriting the wester's tik aversion Suppose all investments available to the investor are located on the security market line which cuts through the risk-free retum = 3% and the matice pomalo with expected retum = 7%. The variance of the market portfolio is 18% Derive the critical value of p such that the opumal portiollo weight on the risk free asset is 80% (marks The expected retum and the variance on the market index are 6% and 10% respectively, and the risk-free return is 3%. You consider holding a portfolio A that has a variance of 20% and an expected return of 7%. What is the measure for your portfolio? What change in return on the portfolio shainahanisamantha thinne hainnaalit eatilisathanasin sessment de to the wesome vided on the gh the skee tetum-35a tema M7%. The variance of the market portion 18% critical value of p such that the opluma portfolio wejal on the pode set is 80% Smalai) des dos The expected retum and the variance on the market index ave 8% and 10%, respectively, and the free return is 3%. You consider holding a porticho that has a variance of 20% and an expected telum of 7%. What is the measure for your portfolio? What change in rebum on the portion would bring the value of to zero? Other things being equal, could a change in the portfolio beta actieve the same effect (3 marks) The ex-dividend price for a share stands at 5000 to years later 1 and sell al 30 in year 2 Dend perhe year end. Calculate ) live walute of to the contrast it with (m) the dexate of return to the we Explain the terms used to furthex antigues on the calculation b. An investor has mean-variance preferences given by Wijaya) = -b. where up is the expected retum on the wester's portiola, is the need the investor's portfolio, and p> is a parameter describing the events tiek aversion Suppose all investments available to the westor are located on the security market line which cuts through the risk-free retum 3% and the market ponto with expected retum m= 7%. The variance of the market portiolio is Wh. Derive the critical value of p such the optimal porinin weil asset is ROOL variance preferences en wy Wy) expected retum on the westor's portion, the vestor's portfolio, and p >O is a parameter descriting the wester's tik aversion Suppose all investments available to the investor are located on the security market line which cuts through the risk-free retum = 3% and the matice pomalo with expected retum = 7%. The variance of the market portfolio is 18% Derive the critical value of p such that the opumal portiollo weight on the risk free asset is 80% (marks The expected retum and the variance on the market index are 6% and 10% respectively, and the risk-free return is 3%. You consider holding a portfolio A that has a variance of 20% and an expected return of 7%. What is the measure for your portfolio? What change in return on the portfolio shainahanisamantha thinne hainnaalit eatilisathanasin sessment de to the wesome vided on the gh the skee tetum-35a tema M7%. The variance of the market portion 18% critical value of p such that the opluma portfolio wejal on the pode set is 80% Smalai) des dos The expected retum and the variance on the market index ave 8% and 10%, respectively, and the free return is 3%. You consider holding a porticho that has a variance of 20% and an expected telum of 7%. What is the measure for your portfolio? What change in rebum on the portion would bring the value of to zero? Other things being equal, could a change in the portfolio beta actieve the same effect