Weight SPY Weight in AAPL Weight in P&G port CAL for this portfolio 1 2 3 4 5 6 2.91% 3.73% 5.15% 6.80% 3.08% 15.00% 6.76% 14.81% 28.91% 45.60% 8.48% 3.90% 90.33% 81.46% 65.94% 47.60% 88.43% 81.10% E r = 0.4334*6 +.02 Er = 0.4976*6 +.02 E r = 0.5330*5 +.02 Er = 0.51270+.02 E[r) = 0.4500*5 +.02 E[r] = 0.4282*6 +.02 0.09725 0.10049 0.11960 0.15606 0.09740 0.09916 = a) The optimal combination of the 3 risky assets is in this table. Which one is it, and how do you know? b) What is the risk-free (Treasury) rate I used here? c) What is the E[r] of the optimal portfolio you chose in (a)? Round to xx.yyy% or .xxyyy d) Suppose you have an investment objective of 6%. What percentage of your assets should go towards investments in SPY, AAPL, P&G, and Treasuries? Weight SPY Weight in AAPL Weight in P&G port CAL for this portfolio 1 2 3 4 5 6 2.91% 3.73% 5.15% 6.80% 3.08% 15.00% 6.76% 14.81% 28.91% 45.60% 8.48% 3.90% 90.33% 81.46% 65.94% 47.60% 88.43% 81.10% E r = 0.4334*6 +.02 Er = 0.4976*6 +.02 E r = 0.5330*5 +.02 Er = 0.51270+.02 E[r) = 0.4500*5 +.02 E[r] = 0.4282*6 +.02 0.09725 0.10049 0.11960 0.15606 0.09740 0.09916 = a) The optimal combination of the 3 risky assets is in this table. Which one is it, and how do you know? b) What is the risk-free (Treasury) rate I used here? c) What is the E[r] of the optimal portfolio you chose in (a)? Round to xx.yyy% or .xxyyy d) Suppose you have an investment objective of 6%. What percentage of your assets should go towards investments in SPY, AAPL, P&G, and Treasuries