Suppose that a fund that tracks the sampp has mean erm 16, Financial Management

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Suppose that a fund that tracks the sampp has mean erm 16

Suppose that a fund that tracks the S&P has mean E(R_M) = 16% and standard deviation sigma_m = 10%, and suppose that the T-bill rate R_f = 8%. Answer the following questions about efficient portfolios:

What is the expected return and standard deviation of a portfolio that has 50% of its wealth in the risk-free asset and 50% in the S&P?

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Financial Management: Suppose that a fund that tracks the sampp has mean erm 16

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