Question: 3.Suppose you have the following information: SECURITY RETURN STANDARD DEVIATION BETA A 16% 20% 1.2 B T-BILLS 12% 4% 25% 0.8 ??? ??? a.

3.Suppose you have the following information: SECURITY RETURN STANDARD DEVIATION BETA A

3.Suppose you have the following information: SECURITY RETURN STANDARD DEVIATION BETA A 16% 20% 1.2 B T-BILLS 12% 4% 25% 0.8 ??? ??? a. What is the portfolio expected return and portfolio beta if you have 35% in asset A, 45% in asset B, and 20% in T-bills? b. What is the portfolio expected return if you have 140% invested in asset A, and the remainder in T-bills via borrowing at the risk-free rate?

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