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7. You manage a tisky portfolio with an expected rate of return of 19% and a standard deviation of 32% The T-bill rate is 7%

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7. You manage a tisky portfolio with an expected rate of return of 19% and a standard deviation of 32% The T-bill rate is 7% Your client's degree of risk aversion is A-3.3, assuming a utility function - (n) - Xt a. What proportion, y. of the total investment should be invested in your fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 1111 points Investment proportion y Skipped Loo ten b. What are the expected value and standard deviation of the rate ofretum on your clients optimized portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviason

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