Part A. Consider a portfolio consisting of BA and K only. Given the investment a

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Part A. Consider a portfolio consisting of BA and K only. Given the investment allocation below, calculate portfolio's Part B. Now consider adding the risk-free asset to the portfolio in Part A. Given the investment allocation below, calculate portfolio's expected return and standard Port C. If you invest 20% in the risk-free asset a rest in the market portfolio, what are your portfolio expected return and standard deviation? Part B. Identify the market portfolio, the intercept and the slope of the capital market line (CML) equation Percentage of 3A in the market portfolio Percentage of K in the market portfolio CML intercept CML slope Percentage of investment in the risk-free asset Percentage of investment in the market portfolio Expected portfolio return, E(rP) Portfolio standard deviation, op

Explanation / Answer

Part A. Consider a portfolio consisting of BA and K only. Given the investment a

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