Question: Remaining Time: 57 minutes, 09 seconds. Question Completion Status: E. 1.26 QUESTION 22 5 points Save You manage a risky portfolio P that has the
Remaining Time: 57 minutes, 09 seconds. Question Completion Status: E. 1.26 QUESTION 22 5 points Save You manage a risky portfolio P that has the following characteristics expected return. 166 and the standard deviation of the return of your portfolio - 20%. The risk-free rate is at 4%. Your client wants to invest a proportion of her total investment budget in your risky portfolio to maximize expected return and at the same time limit the volatility to no higher than 14% on her overall portfolio. Then the proportion she should invest in your risky portfolio is A 78% 8.65% C. 80% OD.75% E. 70% QUESTION 23 Given the following two stocks A and B Security Expected rate of return 0.12 0.14 Beta 1.2 18 Save Alwer Save and sunt o sers Click Save and Subunit to see and suit. Click Save All Ar MacBook
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
