Question: The information contained in the table below shows the expected return and standard deviation for the market and Treasury Bills. Market Data Treasury Bills S&P

 The information contained in the table below shows the expected return

The information contained in the table below shows the expected return and standard deviation for the market and Treasury Bills. Market Data Treasury Bills S&P 500 Rate of Return 4.25% Standard Deviation 0.00% 21.00% 12.00% Required: Using the information in the table above and the varying risk aversions below, please calculate allocations to the risky and risk-free assets. (Use cells A5 to C6 from the given information to complete this question.) Percent Allocated to the Market (S&P 500) Percent Allocated to Treasury Bills Risk Aversion 4.00 2.00 1.50

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