Question: Q4 and Q5 use the same information Q4: the return and std dev. of the mkt portfolio is 18% and 14%. the risk free rate
QUESTION 4 Use the following information on the next to questions The return and standard deviation of the market portfolio is 18 and 14%, respectively. The risk tree rates 3 You decide to create a portfolio comprising the street and the market portfolio You want the portfolio to have a standard deviation of 20% Find the expected return of your portfolio according to the CML Round intermediate steps to four decimals O 2485 O 243 135 1522 O None of the above QUESTIONS Find the weight of the market portfolio in your portfolio O 142.87% 145.73% 70% 81.47%
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
