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6 Problem 5 - 1 8 ( Static ) 7 . 1 4 Required: points You manage an equity fund with an expected risk premium
Problem Static
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points
You manage an equity fund with an expected risk premium of and a standard deviation of The rate on Treasury bills is
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Your client chooses to invest $ of her portfolio in your equity fund and $ in a Tbill money market fund. What are the expected return and standard deviation of your client's portfolio? Do not round intermediate calculations. Round your answers to decimal place.
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