Question: average T bill is 4.18% [AIM 5 year: fund is -3.25% index is -1.01% average t-bill is 3.29%] QUESTION: if you had invested in index

average T bill is 4.18%

[AIM 5 year: fund is -3.25% index is -1.01% average t-bill is 3.29%] QUESTION: if you had invested in index units and t-bills over the last 3 years, then what pair of portfolio weights would have generated a portfolio on the SML vertically above/below AIM? a) xmkt=0.27; xt-bill=0.73 b) xmkt=0.47; xt-bill=0.53 c) xmkt=0.57; xt-bill=0.43 d) xmkt=0.67; xt-bill=0.33 e) xmkt=0.77; xt-bill=0.23

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