Question: Question 5 1 pts Suppose you are trying to construct a portfolio that yields an expected return of 8% with minimum standard deviation and you

Question 5 1 pts Suppose you are trying to construct a

Question 5 1 pts Suppose you are trying to construct a portfolio that yields an expected return of 8% with minimum standard deviation and you can only invest in T-bill and one of the two funds X and Y. Assume T-bill risk-free rate is 2% and fund X has an expected return of 5% and an expected standard deviation of 9%, whereas fund Y is expected to generate 9% return and a standard deviation of 18%. Which fund should you choose? what is the percentage weight invested in that fund? What is the Sharpe ratio of your portfolio? Keep at least two decimal places in all your answers. Edit View Insert Format Tools Table 12pt v Paragraph | BI U Av 10 TP v O words >

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