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14. Suppose the same client as in the previous problem prefers to invest in your portfolio a proportion (y) that maximizes the expected return on

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14. Suppose the same client as in the previous problem prefers to invest in your portfolio a proportion (y) that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 20%. (LO 5-3) a. What is the investment proportion, y? b. What is the expected rate of return on the overall portfolio? 14. Suppose the same client as in the previous problem prefers to invest in your portfolio a proportion (y) that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 20%. (LO 5-3) a. What is the investment proportion, y? b. What is the expected rate of return on the overall portfolio

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