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answers in decimals only Intro Suppose that you manage a portfolio of risky assets with a standard deviation of 27% and an expected return of
answers in decimals only
Intro Suppose that you manage a portfolio of risky assets with a standard deviation of 27% and an expected return of 15%. Your portfolio consists of the following investments: Type Stock A Stock B Stock C Stock D Weight 29% 17% 12% 42% The Treasury bill rate is 9%. An investor wants to invest a proportion of their investment budget in the T-bill and the remaining proportion in your fund. Part 1 - Attempt 3/5 for 8 pts. What proportion of the investor's money should be invested in your fund of risky assets in order to achieve an overall expected return of 17%? 2+ decimals Submit Part 2 | Attempt 1/5 for 10 pts. What proportion of the investor's complete portfolio (including your fund of risky assets and the T-Bill) will be invested in stock B? 3+ decimals SubmitStep by Step Solution
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