Question: hi how do i solve this This question has two sub-questions that t-bills generates a return of 2 %, which of the following risky portfolios

hi how do i solve this
This question has two sub-questions that t-bills generates a return of 2 %, which of the following risky portfolios is the optimal risky portfolio? that you wish to have a total expected return on your portfolio of 4 %, how much of your funds should be Now assume invested in the optimal risky portfolio, and how much in t-bils, respectively? Portfolio P Portfolio B Portfolio C En) 11% 12% 9% 0 26 % 31% 25 % Select one: a. Portfolio C is the optimal risky portfolio and you should have 37 % in the risky portfolio and the b. Portfolio C is the optimal risky portfolio and you should have 29 % in the risky portfolio and the rest in t-bills. e. Portfolio A is the optimal risky portfolio and you should have 22 % in the risky portfolio and the rest in t-bills. d. I cannot tell which risky portfolio that is optimal with the given information. rest in t-bills. Portfolio A is the optimal risky portfolio and you should have 32 % in the risky portfolio and the rest in t-bills. t. At least two of the risky portfolios are equally preferable g. Portfolio B is the optimal risky portfolio and you should have 25 % in the risky portfolio and the rest in t-bills. h. Portfolio B is the optimal risky portfolio and you should have 20 % in the risky portfolio and the rest in tbils
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
