Suppose that the risk-free return is r_F = 5\%. Compute the weights in the market portfolio constructed from the three securities in Exercise 5.11. Also compute the expected return and standard deviation of the market portfolio.
Suppose that the risk-free return is r_F = 5\%. Compute the weights in the market portfolio constructed from the three securities in Exercise 5.11. Also compute the expected return and standard deviation of the market portfolio.