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You are a provider of portfolio insurance and are estabishing a 4 -year program. The...

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Finance

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You are a provider of portfolio insurance and are estabishing a 4 -year program. The portfolio you manage is worth $105 mllion, and you hope to provide a minimum return of 0%. The equity portfolio has a standard deviation of 24% per year, and T-bills pay 3% per yeat. Assume that the portholio pays no dividends o-1. How much should be placed in bills? (Enter your answer in malions rounded to 2 decimal places.) 0.2. How much in equity? (Enter your answer in millions rounded to 2 decimal places.) b-1. What is the deita if the new portfolio falls by 6% on the fint day of trading? (Negative value shouid be indiceted by ominus sign. Enter your answer in millions rounded to 4 decimal ploces)

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