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    Exam 6: Risk Aversion and Capital Allocation to Risky Assets
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    If You Want to Form a Portfolio with an Expected
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If You Want to Form a Portfolio with an Expected

Question 65

Question 65

Multiple Choice

If you want to form a portfolio with an expected rate of return of 0.11,what percentages of your money must you invest in the T-bill and P,respectively?


A) 0.25; 0.75
B) 0.19; 0.81
C) 0.65; 0.35
D) 0.50; 0.50
E) cannot be determined

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