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3. You manage a risky portfolio with expected rate of return of 19% and standard deviation of 27%. The a. Your client 70% of her

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3. You manage a risky portfolio with expected rate of return of 19% and standard deviation of 27%. The a. Your client 70% of her portfolio in your fund and 30% in T-bill. what is the expected value and b. Suppose that your risky portfolio includes the following investments in the given proportions: T-bill rate 3%. standard deviation of rate of return of her portfolio? Stock A Stock B Stock C 25% 32% | 4396 What are the investment proportions of your client's overall portfolio, including the position in T-Bills? What is the sharp ratio of your risky portfolio? What is the sharp ratio of your client's portfolio? c. d. Draw the CAL of your portfolio on an expected return standard deviation diagram. What is the slope of CAL? Show the position of your client on your fund's CAL

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