Question: I want the solution with Excel 37) You are considering investing $1,000 in a T-bill that pays 0.05 and a risky portfolio, P, constructed with
I want the solution with Excel
37) You are considering investing $1,000 in a T-bill that pays 0.05 and a risky portfolio, P, constructed with two risky securities, X and Y. The weights of X and Y in P are 0.60 and 0.40 , respectively. X has an expected rate of return of 0.14 and variance of 0.01 , and Y has an expected rate of return of 0.10 and a variance of 0.0081 . If you want to form a portfolio with an expected rate of return of 0.11 , what percentages of your money must you invest in the T-bill and P, respectively? A) 0.25;0.75 B) 0.19;0.81 C) 0.65;0.35 D) 0.50;0.50 E) Cannot be determined
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