Question: Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL. a. What is

Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL.
a. What is the standard deviation of your portfolio?
b.
What is the proportion invested in the T-bill fund and each of the two risky funds?

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a The equation for the CAL is E r C r f s C 55 3162 s C ... View full answer

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