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You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: Asset Annual return Standard deviation Beta Proportion

You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: Asset Annual return Standard deviation Beta Proportion invested X 13% 3% 1.5 10% Y 12% 2.50% 2 45% Z 10% 1% 1.3 45% 14) Given the information above, what is the mean annual return of this portfolio? 15) Based on the above table, which asset gives you highest risk-adjusted returns? Note you dont need risk-free rate in this question as the answer is always true regardless of risk-free rate.

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