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3) Expected returns and standard deviations of six different risky portfolios are given below. Assuming return of a risk-free asset is 4% and our...
If you can exclude any portfolio just by looking at the Expected returns and variances, do so, and
in one line explain why you did so for each portfolio. Then for the rest of them:
b)
Which risky
portfolio would you prefer to include in your complete portfolio?
c)
Calculate Sharpe ratio and draw CAL line (show the lines intercepts and slopes)