Question
You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12% and
You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12% and a standard deviation of 15% and a treasury bill with a rate of return of 9%? (assume that risk free rate is 5%)
answers- 4200, 6400, 7500, 5700
what is the standard deviation of your complete portfolio in the problem above?
answers- 7.6%, 8.5%, 12.2%, 4.1%
You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12% and a standard deviation of 15%. What proportion of your money should be invested in the risky asset to form a portfolio with an expected return of 9%? ( assume that risk free is 5%)
answers- 4200, 6400, 7500, 5700
What is the standard deviation of your complete portfolio in the problem above?
answers- 7.6%, 8.5%, 12.2%, 4.1%
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