Question: Given the risk and return profile for the following three assets a. Calculate the expected return and variance for portfolio A: with 50% Treasure +50%

 Given the risk and return profile for the following three assets

Given the risk and return profile for the following three assets a. Calculate the expected return and variance for portfolio A: with 50% Treasure +50% TSLA (10pt) b. Calculate the expected return and variance for portfolio B: with 60%J&J+40% TSLA, assume the correlation between the two is 0.75. (10pt) c. Based on Sharpe ratio, discuss which one of the aforementioned portfolios is more attractive. (10pt)

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