You invest 40% of your money in the treasury bill that pays 4% and 60% of your money in a risky portfolio with an expected return of 15% and a volatility of 12%. What is the expected return and volatility of your investment, respectively? 11%, 13.8% 15.2%, 22.3% 9.5%, 9.87% A. 10.6%, 7.2%

You invest 40% of your money in the treasury bill that pays 4% and 60% of your money in a risky portfolio with an expected return of 15% and a volatility of 12%. What is the expected return and volatility of your investment, respectively? 11%, 13.8% 15.2%, 22.3% 9.5%, 9.87% A. 10.6%, 7.2%

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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