求capital market line(CML)

Question

Assume that 2 secutities constitu the market portfolio.Those securities have the following expected returns,standard deviations,and proportions.

Securities Expexted Return Standard deviation Proportion
A 10% 20% 0.4
B 15% 28% 0.6
Give the correlation of 0.30 between the two secutities and a riskfree rate of 5%.specify the equation for the CML.

Answer 1

。。。这题目谁写的 单词都不会拼。。。

先求市场组合的的收益率和波动率