Question: Please could you help me with this problem? thank you 2nd Only the following securities are listed on the Madrid Stock Exchange: Assets with risk:

Please could you help me with this problem? thank you

Please could you help me with this problem? thank 2nd Only the following securities are listed on the Madrid Stock Exchange: Assets with risk: XIC: E [r]: 25% and Risk [5]: 18.0%, and CLC assets: E {r} 16%, and Risk [5}: 6.2%. Being the correlation of these titles, measured by p is equal to 11.2. Assets without risk: Treasury bills. They are issued by the Spanish State in the short term, up to 18 months: 6% with this information: REQUESTED: g]__. If you only invest in securities with risk, calculate the expected return, and the total risk of investment portfolios formed with the following percentages: I_11 , Calculate the optimal combination of XIC and CLC shares, knowing that you can also lend and borrow at the riskfree interest rate, and the market is in equilibrium. 3.- With the information from the previous exercise: REQUESTED: g]=: Let him calculate how he would distribute his savings, equal to C 2,000,0[11], among the three assets in the market, if he wanted to obtain only a profitability 3 points below the average profitability of the market. l_1]:. Calculate the risk of the portfolio formed in the previous question. Q=.- To calculate how you would distribute your savings, equal to 3,000,0[11], to have a portfolio that provides the highest possible return for a risk 3 points above the risk given by the market portfolio. 4):; Calculate the profitability of the portfolio obtained in the previous

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