Selection of a different optimal portfolio


Question 1: Construct a reasonable, but hypothetical, graph that shows risk, as measured by portfolio standard deviation, on the X axis and expected rate of return on the Y axis. Now add an illustrative feasible (or attainable) set of portfolios, and show what portion of the feasible set is efficient. What makes a particular portfolio efficient? Don't worry about specific values when constructing the graph-merely illustrate how things look with "reasonable" data.

Question 2: Now add a set of indifference curves to the graph created for part (2). What do these curves represent? What is the optimal portfolio for this investor? Finally, add a second set of indifference curves which leads to the selection of a different optimal portfolio. Why do the two investors choose different portfolios?

Question 3: Now add the risk-free asset. What impact does this have on the efficient frontier?

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Finance Basics: Selection of a different optimal portfolio
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