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Assume that you are a portfolio manager. You manage a mutual fund with an expected return of 2 0 % and a standard deviation of
Assume that you are a portfolio manager. You manage a mutual fund with an expected return of and a standard deviation of The Tbill rate riskfree rate is
Your client chooses to invest in your fund and in a Tbill.
What is the expected return of your client's portfolio?
What is the standard deviation of your client's portfolio?
What is the Sharpe ratio of your client'sportfolio
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