Question: Suppose you construct a cross-assets portfolio by including only the Treasury bills and an index mutual fund which represents the overall market. The weight of

Suppose you construct a cross-assets portfolio by including only the Treasury

Suppose you construct a cross-assets portfolio by including only the Treasury bills and an index mutual fund which represents the overall market. The weight of the Treasury bills in your portfolio is 52%. You know the risk-free rate is 2.98% and the market portfolio return is 11.81%. What's the best prediction on your portfolio's expected return? Multiple Choice 5.77% 7.22% 7.94% 8.66%

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