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%2F Help Save&Ex Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27% The

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%2F Help Save&Ex Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27% The T-bill rate is 7% A client prefers to invest in your portfolio a proportion () that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 20%. t is the investment proportion, y? (Round your answer to 2 decimal places) o. What is the invest b. What is the expected rate of return on the overall portfolio? (Round your answer to 2 decimal places.) Next> 40, 25 lll

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