Question: Type or paste question here Historical data shows that the average monthly rate of return on the Crypto 200 Index (^CMC200) over the past 26

Type or paste question here Historical data shows that the average monthlyType or paste question here

Historical data shows that the average monthly rate of return on the Crypto 200 Index (^CMC200) over the past 26 months has averaged roughly 39% with a standard deviation of about 171% per month. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 0.03%. = Suppose you formed a portfolio by investing 20% of the wealth in T-bills and 80% invested in the Crypto 200 Index. What is the monthly- expected return and volatility of this portfolio? E(Rx) = 11.21% and SD(RX) = 71.9% O E(RX) = 22.30% and SD(RX) = 123.1% E(Rx) = 43.50% and SD(RX) = 254.0% E(RX) = 24.33% and SD(RX) = 95.1% O E(RX) = 31.21% and SD(RX) = 136.8%

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