Question the expected return on t-bills is 5 percent and, Ask an Expert

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Question: The expected return on t-bills is 5 percent and the same on the Composite index is 9.24 percent. Calculatue the expected return and standard deviation of portfoilios invested in T-Bills and the Composite index with weights as follows?

Wb	Wm
0	1.0
.2	.8
.4	.6
.6	.4
.6	.2
1.0	0

Also calculate the utility levels of each portfolio inn this question with A=3. What do you conclude?

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Basic Finance, Finance

Category:- Basic Finance
Reference No.:- M92809648

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