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Assignment 1 Instructions Assignment 1 should be submitted after you have completed Unit 2. Assignment 1 contains five problems. The maximum mark for...
Problem 4 (15 marks)
You have $800,000 invested in a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.
Proportion of T-Bill in the complete portfolio: 20%
Proportion of risky portfolio P in the complete portfolio: 80%
Composition of P:
Stock A 40%
Stock B 25%
Stock C 35%