Question: 3. Answer the following questions using the data in the table below: a) Which portfolio above would be considered the market portfolio? Show why. b)

 3. Answer the following questions using the data in the table

3. Answer the following questions using the data in the table below: a) Which portfolio above would be considered the market portfolio? Show why. b) What combination on the capital market line will produce a return of 10% ? Comment on this portfolio (weighting); with regards to what it represents and how you would achieve it (construction) c) What is the risk (as measured by standard deviation) of the portfolio you calculated in b

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