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Based on the following information, which asset class is the most significant in an efficient portfolio with an expected return of 12.50%? The following are the long-term capital market expectations: The details of each corner portfolio are given below. The risk free rate is assumed to be equal to the T-bill rate of 3.00%. Using margin is not allowed.
A. Alternative investments with a weight of 20.17%. B. International equity with a weight of 45.51%. C. International equity with a weight of 48.70%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||