What portfolio has a lower volatility than your portfolio


You currently have $ 120000 invested in a portfolio that has an expected return of 11 % and a volatility of 9 % . Suppose the? risk-free rate is 5 % ?, and there is another portfolio has an expected return of 25 % and a volatility of 14 % .

a. What portfolio has a higher expected return than your portfolio but with the same? volatility?

The portfolio should be composed of ?$__________ in the other? portfolio, and the remaining ?$________in the? risk-free investment.  ?(Round to the nearest? dollar.)

b. What portfolio has a lower volatility than your portfolio but with the same expected? return?

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What portfolio has a lower volatility than your portfolio
Reference No:- TGS02361641

Expected delivery within 24 Hours