Question: Below you will find WEEKLY return data for 3 companies (X, Y, and Z). You will also find information on 2 optimal risky portfolios and
Below you will find WEEKLY return data for 3 companies (X, Y, and Z). You will also find information on 2 optimal risky portfolios and their corresponding weekly borrowing/lending rates. A. If you could only lend at 3% (But had no access to borrowing), what would be the standard deviation of your portfolio if you wanted to earn a 0.25% weekly return? Note: Make sure to pick the correct investment curve/line. B. If you could lend at 3% but borrow at 8%, what would be the expected return of your portfolio if you wanted to take on 2% standard deviation?
please just show steps how to work this out as cant inlcude data tables as too much
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