Question: 3) At a maximum SD=25%, what is the maximum expected return that you can achieve if you cannot borrow and lend? (Input in capital letters

3) At a maximum SD=25%, what is the maximum expected return that you can achieve if you cannot borrow and lend? (Input in capital letters the letter of the portfolio). a. C b. C. d.

3) At a maximum SD=25%, what is the maximum expected return that you can achieve if you cannot borrow and lend? (Input in capital letters the letter of the portfolio). a. C b. C. d. HGD 4) What is your optimal strategy if you can borrow or lend at 10 percent and are prepared to tolerate a SD of 25%? a. Invest 29% in portfolio H, and 71% in riskless asset b. Invest 56% in portfolio E, and 44% in riskless asset C. Invest 83% in portfolio H, and 17% in riskless asset d. Invest 93% in portfolio E, and 7% in riskless asset 25) What is the maximum expected return that you can achieve? a. 23% b. 19% C. 45% d. 11%

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