# Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]

## Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]

## Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]

## Economic Investment

Writing Assignment Help Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss); [supanova_question]

## Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]

## Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]

# Economic Investment

Use CAL and efficient frontier to determine what are the optimal weights on 10 stocks. To do this, please refer to tutorial.xls file. 2. Calculate risky portfolio (consisting of 10 risky assets) return and risk 3. Calculate the optimal weight on T-bill and Risky portfolio. (hint: use y*=(E(rp)-rf)/(A*s^2); assuming a risk averse level of 4) 4. Calculate complete portfolio return, risk, Sharpe ratio. 5. Plot the Efficient frontier and Capital allocation line in the risk-return space. 6. Use VaR to measure your portfolio risks (maximum possible loss);[supanova_question]