Question: Please can you answer this 5 multiple question. thnk you 12. The risky asset (S&P500 index) has an expected rate of return of 12% and
12. The risky asset (S\&P500 index) has an expected rate of return of 12% and a standard deviation of 15%. The rate of return on T-Bill is 5%. Suppose you invest $40,000 in the risky asset and $60,000 in the T-Bil. What is the standard deviation of return (%) on your portfolio? a. 6 b. 10.5 c. 9 d. 7.5 13. The risky asset (S\&P500 index) has an expected rate of return of 10% and a standard deviation of 14%. The rate of return on T-Bill is 5%. What is the slope of the investment opportunity set (i.e., CAL)? 14. The risky asset (S\&P500 index) has an expected rate of return of 12% and a standard deviation of 15%. The rate of return on T-Bill is 5%. What percentage of your money must be invested in the risky asset to form a portfolio with an expected return of 10.6% ? a. 80 b. 40 c. 20 d. 60 15. The risky asset (S\&P500 index) has an expected rate of return of 12% and a standard deviation of 15%. The rate of return on T-Bill is 5%. What percentage of your money must be invested in the risky asset to form a portfolio with a standard deviation of 9% ? a. 60 b. 70 c. 40 d. 30 16. The risky asset (S\&P500 index) has an expected rate of return of 12% and a standard deviation of 18%. The rate of return on T-Bill is 4%. Anushka risk tolerance (A) score is 4. What \%age of her portfolio should Anushka allocate to the risky asset? Please round the answer to the nearest whole number. a. 60 b. 62 c. 56 d. 58
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