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PART 1. PORTFOLIO THEORY The market is comprised of four stocks, A, B, C, and D, with expected returns and covariance matrix V. A portfolio sits on the minimum-variance frontier if you cannot borrow or lend at the risk-free rate, and sits on the Capital Market Line if you can. Not all questions in this part refer to the data. A B C D 0.028 0.048 0.068 0.088 $)- 0.00145 0.00019 0.00066 0.0005 0.00019 0.00361 0.00139 0.00142 0.00066 0.00139 0.01832 0.01753 0.0005 0.00142 0.01753 0.02943 V 0.017 Risk-free rate 0.057 - Expected return of your portfolio 0.027 - Expected return of my portfolio 1. What is the standard deviation of your portfolio if you cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 2. How much will you allocate to stock B in your portfolio if you cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 3. What is th/ standard deviation of your portfolio if you can borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 4. How much will you allocate to T-Bills in your portfolio if you can borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 5. If I form my portfolio, will it be efficient if I cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: True or False 6. If I form my portfolio, will it be efficient if I can borrow or lend at the risk-free rate? Mark value: 2 Answer type: True or False 7. Nigel formed a portfolio with weights 0.26,0.34, 0.17, and 0.23. He calculated its variance using 03= w".V-w and checked it with o; - 5 (CE(vw) 2 A E(79) + B) but got different answers. Why? Answer type: Text (no more than one sentence) Mark value: 1 8. What assumptions are nececssary for mean-variance choice? How reasonable are they? Mark value: 2 Answer type: Text (no more than two sentences) 9. For a chosen expected return, the ex ante standard deviation of a portfolio of B and C cannot be less than that of a portfolio of all four stocks. Mark value: 1 Answer type: True or False 10. For a chosen standard deviation, the expected return of a portfolio of B and C must be less than that of a portfolio of B, C, and D. Mark value: 1 Answer type: True or False PART 1. PORTFOLIO THEORY The market is comprised of four stocks, A, B, C, and D, with expected returns and covariance matrix V. A portfolio sits on the minimum-variance frontier if you cannot borrow or lend at the risk-free rate, and sits on the Capital Market Line if you can. Not all questions in this part refer to the data. A B C D 0.028 0.048 0.068 0.088 $)- 0.00145 0.00019 0.00066 0.0005 0.00019 0.00361 0.00139 0.00142 0.00066 0.00139 0.01832 0.01753 0.0005 0.00142 0.01753 0.02943 V 0.017 Risk-free rate 0.057 - Expected return of your portfolio 0.027 - Expected return of my portfolio 1. What is the standard deviation of your portfolio if you cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 2. How much will you allocate to stock B in your portfolio if you cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 3. What is th/ standard deviation of your portfolio if you can borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 4. How much will you allocate to T-Bills in your portfolio if you can borrow or lend at the risk-free rate? Mark value: 1 Answer type: Real number 5. If I form my portfolio, will it be efficient if I cannot borrow or lend at the risk-free rate? Mark value: 1 Answer type: True or False 6. If I form my portfolio, will it be efficient if I can borrow or lend at the risk-free rate? Mark value: 2 Answer type: True or False 7. Nigel formed a portfolio with weights 0.26,0.34, 0.17, and 0.23. He calculated its variance using 03= w".V-w and checked it with o; - 5 (CE(vw) 2 A E(79) + B) but got different answers. Why? Answer type: Text (no more than one sentence) Mark value: 1 8. What assumptions are nececssary for mean-variance choice? How reasonable are they? Mark value: 2 Answer type: Text (no more than two sentences) 9. For a chosen expected return, the ex ante standard deviation of a portfolio of B and C cannot be less than that of a portfolio of all four stocks. Mark value: 1 Answer type: True or False 10. For a chosen standard deviation, the expected return of a portfolio of B and C must be less than that of a portfolio of B, C, and D. Mark value: 1 Answer type: True or False