Question: Please show all work. Question 2 (1 point) The expected return of a risky asset is 15%, and its standard deviation is 25%, while the
Please show all work.
Question 2 (1 point) The expected return of a risky asset is 15%, and its standard deviation is 25%, while the T-bill rate is 3%. What is the weight of the risky asset in a complete portfolio that has a standard deviation of 12%? 30% 48% 55% 62% Question 3 (1 point) A risky portfolio has an expected return of 20% and a standard deviation of 45%. The risk-free rate is 5%. What is the expected return of a complete portfolio that has a standard deviation of 30%? 8.6% 10.5% 15.0% 17.2%
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