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Assum e that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 46%. The T-bill rate

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Assum e that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 46%. The T-bill rate is 5%. Your risky portfollio includes the following Investments in the given proportions: Stock A Stock B Stock C 30% 30% 40% Your client decides to invest in your risky portfolio a proportion () of his total investment budget with the remainder in a T-bill money market fund so that his overall portfolio will have an expected rate of retum of 14%. 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 T-bill fund? (Round your intermediate calculations and final answers to 2 decimal places.) -Bils Stock A Stock B stock C c. What is the standard deviation of the rate of return on your client's portiolio? (Round your intermediate calculations and final answer to2 decimal places) Standard deviation %per year

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