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a. Assuming that the risk (standard deviation) of the market is 20 percent, calculate the beta for the following assets: – A short-term U.S. Treasury bill – Gold, which has a standard deviation equal to the standard deviation of the market but a zero correlation with the market – A new emerging market that is not currently included in the definition of “market”—the emerging market’s standard deviation is 50 percent, and the correlation with the market is -0.15 – An initial public offering or new issue of stock with a standard deviation of 35 percent and a correlation with the market of 0.6 (IPOs are usually very risky but have a relatively low correlation with the market) b. Suppose an investor allocates 10% of her wealth to T-bills, another 20% to gold, 30% to the emerging market and the rest to the initial public offering. If the expected market return is 13% and the risk-free rate is 4%, calculate the expected return of the investor’s portfolio.???????


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