Question
You manage a risky portfolio with an expected return of 18 percent and a standard deviation of 28 percent. The T-Bill rate is 8 percent
You manage a risky portfolio with an expected return of 18 percent and a standard deviation of 28 percent. The T-Bill rate is 8 percent
What is the reward-to-volatility ratio (S) of your risky portfolio? Your clients?
Draw the CAL of your portfolio on an expected return- standard deviation diagram. What is the slope of the CAL? Show the postion of your client on your fund's CAL.
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Finance Markets Investments And Financial Management
Authors: Daisy Scott
1st Edition
1639892001, 9781639892006
