These are the ones I need help with: D)Construct a plausible graph that shows risk (as measured by portfolio standard deviation) on the x-axis and expected rate of return on the y-axis. Now add an illustrative feasible (or attainable) set of portfolio efficient? Don't worry about specific values when constructing the graph-merely illustrate how things look with ''reasonable'' data. E) Add a set of indifference curves to the graph created for part b. What do these curves represent? What is the optimal portfolio for this investor? Add a second set of indifference curves that leads to the selection of a different optimal portfolio. Why do the two investors choose different portfolios? F) What is the Capital Asset Pricing Model (CAPM)? What are the assumptions that undeline the model? G) Now add the risk-free asset. What impact does this have on the efficient frontier? H) write out the equation for the Capital Market Line (CML), and draw it on the graph. Interpret the plotted CML. Now add a set of indifference curves and illustrate how an investor's optimal portfolio is some combination of the risky portfolio and the risk-free asset. What is the composition of the risky portfolio?,Can you help me by tomorrow's new deadline on only the ones I stated I need help with?,As I can not send you the book this is all I have to help you:,Where is the Excel graph to go with the answers?
Paper#5286 | Written in 18-Jul-2015Price : $25