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26 Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 34% The T-biltrate is

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26 Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 34% The T-biltrate is 4% Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund. a. What is the expected return and standard deviation of your client's portfollo? (Round your answers to 2 decimal places.) 8 0152:03 Print b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 32% 36 32 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.)

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