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 63%. You know the risk free rate is 4,04% and the market portfolio return is 13.63%. What's the best prediction on your portfolio's expected retum? Multiple Choice 9,113 7.59% 8.35% 6.07%

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