Final answer:
To calculate the reward-to-volatility ratio of the best feasible CAL, additional information about the CAL's expected return and its standard deviation is necessary. The provided data about present values and bond pricing does not pertain to this calculation.
Step-by-step explanation:
The student is asking about the calculation of the reward-to-volatility ratio (Sharpe Ratio) on the best feasible Capital Allocation Line (CAL) given the weight of a risk-free money market security. However, to calculate this ratio, additional information is needed, such as the expected return of the best feasible CAL and the standard deviation (volatility) of the CAL's return. Moreover, the provided information regarding present value and bond pricing is not directly relevant to calculating the reward-to-volatility ratio.
To calculate the reward-to-volatility ratio of the best feasible cal, we need to know the expected return and the risk of the cal. Unfortunately, the provided information only mentions the weight of the risk-free money market security, but not the expected return or risk of the cal. Without this information, it is not possible to calculate the reward-to-volatility ratio of the cal. Please provide additional information to proceed with the calculation.
To calculate the reward-to-volatility ratio of the best feasible cal, we need to know the expected return and the risk of the cal. Unfortunately, the provided information only mentions the weight of the risk-free money market security, but not the expected return or risk of the cal. Without this information, it is not possible to calculate the reward-to-volatility ratio of the cal. Please provide additional information to proceed with the calculation.