Business
Business, 22.06.2021 21:40, carley608

You are given two risky assets. The first is a stock fund and the second is a bond fund. A T-bill fund yields a rate of 5%. The T-bill fund is a risk-free asset. The stock fund has an expected return of 23% and a standard deviation of 33%. The bond fund has an expected return of 10% and a standard deviation of 8%. The correlation between the risky fund returns is 2%. If an investor requires the complete portfolio to return 17%, what is the portfolio weight of the optimal risky portfolio in the complete portfolio

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You are given two risky assets. The first is a stock fund and the second is a bond fund. A T-bill fu...

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