You are advising a client to construct a portfolio worth £20 million. You’re considering constructing combining a risk-free asset with a portfolio of risky assets. Consider the data given and answer the subsequent questions: American Express (Amex) Coca-Cola (Coca) The Gillet Company (Gillet) T-Bills Expected Return 16% 16.1% 17.6% 5% Standard Deviation 29% 24.7% 27.3% […]