Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %

Standard Deviation of P 7.20 % T-Bill rate 3.60 %

Proportion of Complete Portfolio in P 80 % Proportion of Complete Portfolio in T-Bills 20 %

Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 %

What is the standard deviation of Bo's complete portfolio?

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are

______and ______, respectively.

In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0

You invest \$100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.09?

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05.

A portfolio that has an expected outcome of \$115 is formed by

A statistic(s) that measures how the returns of two risky assets move together is: