Question: Please solve this question (2110 Consider a two asset portfolio. An investor allocates a fraction of her wealth in asset B and the rest in

Please solve this question

(2110 Consider a two asset portfolio. An investor allocates a fraction of her wealth in asset B and the rest in asset A. Designate this portfolio by p. Expected return on asset A is m and the expected return on asset B is m. Asset A is riskier. There is no short selling allowed Answer the following questions: 1. 1Which asset has a higher expected return? Must explain. (5 pts.) 2. Determine the slope, its sign, and the intercept of the portfolio p's expected return. Do any simplications you deem necessary. No partial credit. {10 pts.) 3. Plot the portfolio p's expected return as a function of the wealth invested in the riskier asset. (11]I pts.)
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