You have $100 and you can invest in a risky asset with an ex…
You have $100 and you can invest in a risky asset with an expected one-year rate of return of 11% and a standard deviation of 21% and a T-bill with a one-year rate of return of 4.5%. If these are the only two assets in which you can invest, how can you form a portfolio that has an expected value of $114 one year from today?