You are considering investing $1,000 in a complete portfolio.The complete portfolio is composed of treasury bills that pay 5%and a risky portfolio, P, constructed with 2 risky securities X andY. The weight of X and Y in P are 60% and 40% respectively. X h

匿名用户 最后更新于 2021-11-29 14:53 金融Finance

You are considering investing $1,000 in a complete portfolio.The complete portfolio is composed of treasury bills that pay 5%and a risky portfolio, P, constructed with 2 risky securities X andY. The weight of X and Y in P are 60% and 40% respectively. X hasan expected rate of return of 14% and Y has an expected rate ofreturn of 10%. To form a complete portfolio with an expected rateof return of 11%, you should invest ________ of your completeportfolio in treasury bills

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