What is your portfolio standard deviation

Reference no: EM131947431

1. Given an optimal risky portfolio with expected return of 10% and standard deviation of 18% and a risk free rate of 5%, what is the slope of the best feasible CAL?

Express your answer as a number, rounded to 2 decimals. For example, if your answer is 1.23456, enter 1.23

2 Assume that as an investor, you decide to invest 48% of your wealth in a risky asset that has an expected return of 18%, and a standard deviation of 16%. You invest the rest of your capital in the risk-free rate, which offers a return of 4%.

What is your portfolio's standard deviation?

Reference no: EM131947431

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