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You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12.75% and

You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 12.75% and a standard deviation of 44% and a treasury bill with a rate of return of 2.50%. How much money should be invested in the risky asset to form a portfolio with an expected return of 11%? Be sure to convert your percentage weight in the risky asset to dollars.

What is the Sharpe measure of your resulting complete portfolio?

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