A three-asset portfolio has the following characteristics. 

  

      

  

The expected return on this three-asset portfolio is

  

a. 10.3%

  

b. 11.0%

  

c. 12.1%

  

d. 14.8%
 

Transcribed Image Text:

Asset NXX Y Expected Return 0.15 0.10 0.06 Expected Standard Deviation 0.22 0.08 0.03 Weight 0.50 0.40 0.10 Asset NXX Y Expected Return 0.15 0.10 0.06 Expected Standard Deviation 0.22 0.08 0.03 Weight 0.50 0.40 0.10

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