← 08:51 docs.google.com Problem Three Using the below given information, answer the following 3 questions: LTE John Smith, a portfolio manager, manages a portfolio of risky and risk-free assets. Mr. Thomas, a client, wants to invest in John's portfolio. John has provided you with the following table: Risk-free rate 7% Standard deviation for the client 16.5% Expected return on the overall portfolio 14% Risk on the overall portfolio 20% 1. What is the proportion "y" invested by Mr. * Thomas? A) 75.20% B) 35.71% C) 82.50% D) 47.50% E) None of the above + 14 ☑J

Can you please answer and kindly show detailed human working.

Please correct answer and don't use hand rating

5

help please answer in text form with proper workings and explanation for each and every part and steps with concept and introduction no AI no copy paste remember answer must be in proper format with all working!

Hi there, I am trying to solve this corporate finace question. I have attached a photo of the data below. ρ23 is +1.0 and the portfolio includes securities B and C. How do I calculate the feasible set of portfolios for these securities? I would like to know how to calculate this problem as well as how to represent it on a graph using excel Thank you

You are a portfolio manager who uses options positions to customize the risk profile of your clients. In each case, what strategy is best given your client’s objective?a. ∙ Performance to date: Up 16%.∙ Client objective: Earn at least 15%.∙ Your scenario: Good chance of large gains or large losses between now and end of year.i. Long straddle.ii. Long bullish spread.iii. Short straddle.                                       b. ∙ Performance to date: Up 16%.∙ Client objective: Earn at least 15%.∙ Your scenario: Good chance of large losses between now and end of year.i. Long put options.ii. Short call options.iii. Long call options.

Hi there help me with this its kinda easy for you please cross check once after doing ( by eyes only)

9.2- Use the diagrams to answer the question q3- This question relates to Diagrams 6 - 9 from the Online Quiz 9.2 diagrams, each of which shows a set of portfolios plotted on a set of risk/return axes. Which diagram shows (in red) the set of efficient portfolios in the presence of a risk-free asset? Select one: a. Diagram 6 b. Diagram 7 c. Diagram 8 d. Diagram 9

3. You have worked with your client and put together an investment portfolio based on the client's preferences for risk. The portfolio will be divided among several asset classes defined below. Asset Class Allocation Expected Return Standard Deviation of Returns 10 Year T-Bonds 37% 4.13% 0.00% International Bonds (Private Corporate) 12% 6.32% 34.23% Rusell 2000 ETF 41% 6.70% 12.32% FTSE 100 ETF 10% 32.10% 21.30% 100% a. What is the expected return for this portfolio? Provide the result as x.xx%. b. What is the expected return for the portfolio if you decide not to invest in treasury bonds? Provide the result as x.xx%. c. What asset class would you eliminate to maximize expected return? Explain why.