0.00 points Problem 5-14 Assume that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 46%. The T-bill rate is 5%. 30 % Stock A Stock B Stock C 30 % 40 % A client prefers to invest in your portfolio a proportion) that maximizes the expected retum on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 35%. a. What is the investment proportion, y? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Investment proportion y b. What is the expected rate of return on the overall portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Rate of return eBook & Resources References Difficulty: Intermediate en US BANKI. e RISION Sale Worksheet Sticky Notes Allah, Mecce