Question No 5.11 5.11 In the portfolio example in this section (see page 168), half the portfolio assets are invested in the Dow Jones fund and half in a weak-economy fund. Recalculate the portfolio expected return and the portfolio risk if a. 30% of the

Question No 5.11
5.11 In the portfolio example in this section (see page
168), half the portfolio assets are invested in the Dow Jones
fund and half in a weak-economy fund. Recalculate the portfolio
expected return and the portfolio risk if
a. 30% of the portfolio assets are invested in the Dow Jones
fund and 70% in a weak-economy fund.
b. 70% of the portfolio assets are invested in the Dow Jones
fund and 30% in a weak-economy fund.
c. Which of the three investment strategies (30%, 50%, or
70% in the Dow Jones fund) would you recommend?
Why?