Question: 1. Given the following data: m = 10 Security Number Expected Return Beta 1 2 3 4 5 6 15 12 11 8 9 1.0

1. Given the following data: m = 10 Security Number Expected Return Beta 1 2 3 4 5 6 15 12 11 8

1. Given the following data: m = 10 Security Number Expected Return Beta 1 2 3 4 5 6 15 12 11 8 9 1.0 1.5 2.0 0.8 1.0 1.5 ori 30 20 40 10 20 10 What is the optimum portfolio assuming no short sales if Rp = 5%? What is the optimum portfolio assuming short sales if RF = 5% and the data from Problem 1 are used? 1. Given the following data: m = 10 Security Number Expected Return Beta 1 2 3 4 5 6 15 12 11 8 9 1.0 1.5 2.0 0.8 1.0 1.5 ori 30 20 40 10 20 10 What is the optimum portfolio assuming no short sales if Rp = 5%? What is the optimum portfolio assuming short sales if RF = 5% and the data from Problem 1 are used

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