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 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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