The S&P/ASX20 Index comprises the 20 largest companies by market capitalisation. If you had $1 million to invest in any combination of the ASX20 and government bonds where the lowest possible allocation for any company is 0% and the highest is 100% (which means you have just one company in your portfolio), what combination would you select to maximise expected return over the period 30 April 2022 and 31 December 2022?

Answer rating: 100% (QA)

If you have 1 million to invest in any combination of the ASX20 and government bonds with the lowest possible allocation to the ASX20 you can create a ... View the full answer