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35 Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 29%. The T-bil rate

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 29%. The T-bil rate is 5% Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 22% 31% 47% Your client decides to invest in your risky portfolio a proportion of his total investment budget with the remainder in all money market and so that is veral portfolio with expected rate of return of 12% a. What is the proportion ? (Round your answer to 3 decimal places) Proportion y b. What are your client's investment proportions in your three stocks and the T-bil fund? (Round your intermediate calculations and final news to 2 decimal places) Investment Security Proportions T-Bus % Stock A 94 Stock B Stock C c. What is the standard deviation of the rate of return on your client's portfollo? (Round your intermediate calculations and final answer to 2 decimal places Standard deviation % per year

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