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Based on the following information, compute the weight of international bonds and international equities respectively 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%. There is also a restriction on short sales.
A. 4.56%, 48.70%. B. 3.75%, 52.00%. C. 6.12%, 46.29%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||