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they are all together. please help in 20 minutes. Assume you are planning to invest in a portfolio comprised of a risk-free Treasury bill paying

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they are all together. please help in 20 minutes.

Assume you are planning to invest in a portfolio comprised of a risk-free Treasury bill paying 4% return and a risk asset A. Attempting to calculate the risk and return of asset A, you find the following probability distribution on its expected future returns. Assume also that you are going to invest half of your money in the risky asset A and the remaining in the treasury bill. What is the standard deviation of 2 points asset A's returns? Your answer 2 points What is the expected return of the portfolio comprised of the treasury bill and asset A? Your answer What is the standard deviation of 3 points the portfolio comprised of the treasury bill and asset A? What is the variance of asset A's 2 points returns? Your answer Expected return (Asset A) State of the Economy Probability | HPR of A Boom .30 20% Normal growth .50 10% Recession .20 -10% What is asset A's Sharpe ratio? 2 points Your answer What is the expected return of A? 2 points Your

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