Investment Assignment 1
Assignment 1, optimal portfolio.
5 Exchange Credit
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Name: CHAN, Wai Lun Student Number: 352153 FNCE 30001 Investment Assignment 1 *4 s.f. is used in this assignment.
Q1. a) The expected return of the risk-free asset is 4%. The expected return of the risky asset is:
The standard deviation of risk-free asset is zero because the asset return is the same as market risk-free return. The standard deviation of risky asset is:
The covariance between two assets is zero.
b) It is indifferent for the investor if the utility is the same. Let utility fo...
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