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The following assets are available, Asset Expected Return Standard Deviation Classen Blvd (CL) 12% 1796 Western Ave. Manufacturing (WAM) 9% 13% 22th Street Industries (IND)

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The following assets are available, Asset Expected Return Standard Deviation Classen Blvd (CL) 12% 1796 Western Ave. Manufacturing (WAM) 9% 13% 22th Street Industries (IND) 8% 1296 T-bills 4% 096 Assume the CAPM assumptions hold. Describe the optimal risky portfolio. Include the optimal portfolio weights. Explain. The following assets are available, Asset Expected Return Standard Deviation Classen Blvd (CL) 12% 1796 Western Ave. Manufacturing (WAM) 9% 13% 22th Street Industries (IND) 8% 1296 T-bills 4% 096 Assume the CAPM assumptions hold. Describe the optimal risky portfolio. Include the optimal portfolio weights. Explain

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