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As an investor you have the secruities available for investment in Table 1: 4 Table...

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As an investor you have the secruities available for investment in Table 1: 4 Table 1 Expectred Standard Securities Returns Deviation A 10% 20% Be 30% e %60 T-Bills 5 0 Correlation coefficient (P) between A and Be -0.2 Degree of Risk Aversion 5 Required: a) Find the optimal risky portfolio (P) and its expected return and standard deviation. b) Find the optimal final portfolio (F) and its expected return and standard deviation. c) Assume that you have 100,000 in savings. How much will you invest in each of securities A, B and T-bills respectively? 4

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