Question: I want an easy solution or an Excel solution, please!! 63) You invest $100 in a risky asset with an expected rate of return of
63) You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.21 and a T-bill with a rate of return of 0.045 . What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.08 ? A) 30.1% and 69.9% B) 50.5% and 49.50% C) 60.0% and 40.0% D) 61.9% and 38.1% E) Cannot be determined
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