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Assume that you manage a risky portfolio (fund) with an expected rate of return of 17% and a standard deviation of 27% The T-bill (risk-free

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Assume that you manage a risky portfolio (fund) with an expected rate of return of 17% and a standard deviation of 27% The T-bill (risk-free rate) is 7% (a) Your client chooses to invest 70% of a portfolio in your fund and 30% in a 1-bill money market fund. What is the expected return and standard deviation of your dent's portfolio? (b) Suppose your risky portfolio (fund) includes investments in the proportions as per the table below. What are the investment proportions of your client's overall portfolio, including the positions in T-bills? (Show all calculations and round to 2 decimals)

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