Risk and Return of the Risky Portfolio
Find the spreadsheet labeled “Optimal Portfolio Weights – 2017 – for students” in the Resources section of our class’ Isidore page.
Use this data to construct the investment opportunities set, which is the set of all possible portfolios that can be built with different weights of TSLA and GM. Calculate the standard deviation and expected returns of 100 portfolios with weights of TSLA ranging between 0% and 100% in increments of 1%.
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