Question: I need urgent and quality work with good presentation. Problem 1 We consider a market with 1 riskfree asset and N risky assets. The following

I need urgent and quality work with good presentation.

Problem 1 We consider a market with 1 riskfree asset and N risky assets. The following table shows the Sharpe ratio and expected return of 5 mutual funds. 0.30 ?? 0.45 0.19 ?? 0.4 0.12 0.18 ?? 0.07 0.085 ?? 0.03 7'? 0 You are given that some of the funds are efficient. We also assume that CAPM formula is valid in this problem. Answer the following questions based on the above information: (a) Is it possible to construct a portfolio with expected return my 2 0.24 and of, S 0.15. Explain your answer. (Hint: Determine which portfolio is efficient and get the equation of CML)

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