Consider the following two securities x and y. x: return = 20.0%; standard deviation = 20.0%; beta = 1.5 y: return = 10.0%; standard deviation = 30.0%; beta = 1.0 risk-free asset: return = 5.0% using the data, what is the portfolio expected return if you invest 100 percent of your money in x, borrow an amount equal to half of your own investment at the risk-free rate and invest your borrowings in asset x?

Mr. beautiful, an organization that sells weight training sets, has an ordering cost of $40 for the bb-1 set. (bb-1 stands for body beautiful number 1.) the carrying cost for bb-1 is $5 per set per year. to meet demand, mr. beautiful orders large quantities of bb-1 seven times a year. the stockout cost for bb-1 is estimated to be $50 per set. over the past several years, mr. beautiful has observed the following demand during the lead time for bb-1: demand during lead time probability40 0.150 0.260 0.270 0.280 0.290 0.1total 1.0the reorder point for bb-1 is 60 sets. what level of safety stock should be maintained for bb-1?