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35 please i need this answer lol Assume that you manage a risky portfolio with an expected rate of return of 15% and asyndard deviation
35 please i need this answer lol
Assume that you manage a risky portfolio with an expected rate of return of 15% and asyndard deviation of 20%. The Toll rate is 5% Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock 22% 31% 47% Your client decides to invest in your risky portfolio a proportion of his total investment budget with the mandarina money market fond south overall portorowi expected rate of return of 12% a. What is the proportion y? (Round your answer to 3 decimal places) Proportion y b. What are your client's investment proportions in your three stocks and the Tofund? (Round your intermediate calculations and final aware to 2 orcimal places) Investment Security Proportions -Bill 25 Stock A Stock Stock c. What is the standard deviation of the rate of retum on your client's portfolio? (Round your intermediate calculations and final answer to 2 decimal places) Standard deviation % per year tv @ Q % A 11 0 # 3 & 7 $ 4 6 8 5 0 U Y T 20 W E H J K L G F D S Step by Step Solution
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