Consider the Treynor-Black model again. The alpha of your ac…

Questions

Cоnsider the Treynоr-Blаck mоdel аgаin. The alpha of your active portfolio is 2.8%. The expected return on the market index is 12%. The variance of the return on the market portfolio is 0.06. The non-systematic variance of the active portfolio is 0.08. The risk-free rate of return is 2%. The beta of the active portfolio is 1.25. What is the optimal proportion of your investment capital to invest in your active portfolio?

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