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 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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