13. Your client chooses to invest 70% of a portfolio in your fund and 30% in an essentially risk-free money market fund. What are the expected value and standard deviation of the rate of return on his portfolio? 14. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C What are the investment proportions of each asset in your client's overall portfolio, including the position in T-bills? 25% 32% 43%

19. your clients degree of risk aversion is A= 3.5.

a- what proportion,y, of the total investment should be invested in your fund

b-what are the expected value and standard deviation of the rate of return on your clients optimized portfolio?

portfolio? 19. Your client's degree of risk aversion is A=3.5. a What proportion, y, of the total investment should be invested in your fund? b What are the expected value and standard deviation of the rate of return on your client's optimized portfolio