Question: how it get .286 for t-bills MMeasure: Example Managed Portfolio P: p= 35% Op = 42% Market Portfolio: rm = 28% OM = 30% T-bill

how it get .286 for t-bills MMeasure: Example Managed Portfolio P:

how it get .286 for t-bills

MMeasure: Example Managed Portfolio P: p= 35% Op = 42% Market Portfolio: rm = 28% OM = 30% T-bill return = 6% p* Portfolio: 30/42 = .714 in P and .286 in T-bills rp* = (.714)(.35) + 0.286)x(.06) = 26.7% rp

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