Question
The expected return on t-bills is 5 percent and the same on the Composite index is 9.24 percent. Calculatue the expected return and standard deviation
The expected return on t-bills is 5 percent and the same on the Composite index is 9.24 percent. Calculatue the expected return and standard deviation of portfoilios invested in T-Bills and the Composite index with weights as follows?
| Wb | Wm |
| 0 | 1.0 |
| .2 | .8 |
| .4 | .6 |
| .6 | .4 |
| .6 | .2 |
| 1.0 | 0 |
Also calculate the utility levels of each portfolio inn this question with A=3. What do you conclude?
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Handbook Of Asian Finance REITs Trading And Fund Performance
Authors: David Lee, Greg N. Gregoriou
1st Edition
0128009861, 978-0128009864
