You currently have $95,000 invested in a portfolio that has an expected return of 10 % and a volatility of 10 %. Suppose the? risk-free rate is 4%?, and there is another portfolio has an expected return of 19% and a volatility of 12%.
a. What portfolio has a higher expected return than your portfolio but with the same? volatility?
b. What portfolio has a lower volatility than your portfolio but with the same expected? return?