Chp 6-Problem 12

[Adam Gehr]

You take a weighted average of the return on the portfolio and the return
on the risk-free rate:
(fraction in portfolio)x(expected return on portfolio)+(fraction in
risk-free security)x)(return on risk free security)


On Wed, 15 Jan 2003, Laura Gonzalez wrote:

> Can anyone assist with problem #12.  Specifically how the means
> were calculated.  Just a and b.
>  
> thank you
> Laura Gonzalez
> 
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