26 Question 4. Assume you analyze a risky portfolio with an expected rate of return of 5% and a standard deviation of 6%. The T-bill rate is 3%. You are considering an investment in this risky portfolio a proportion () of your total investment budget so that your overall portfolio(that will consist of risky and risk-free assets) will have an expected return of 4.5%. What is the proportion y? 27 28 29 Enter your data below (0.5 points) Perform calculations in the blue box below, linking your 30 formula to the data on the left (1 point) 31 GZ 33 34 35 36 37 38 If this portfolio consists of two stocks: 50% of ABC and 50% of XYZ, what would be your investment 39. proportions in your two stocks and in T-bills? ( 1 point) 30 -1 -2 3 4 5 6 7 What would be the standard deviation of the rate of return on your complete portfolio? (1 point) WEAR han