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Assume that you manage a risky portfolio with an expected rate of ieturn of 17% and a standard deviation of 36% The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of ieturn of 17% and a standard deviation of 36% The T-bill rate is 45% Your risicy portfolio includes the following investments in the given proportions: Your client decides to invest in your nsky portfolio a proportion (y) of his total investment budget with the remainder in a ribill money market fund so that his overall portfolio will have an expected rate of return of 16% a. What is the proportion y? (Round your answer to 3 decimal pleces.) Proportion y b. What are your client's investment proportions in your three stocks and the T-bill fund? (Round your intermediate calculotions and final onswers to 2 decimal ploces.) c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calculations and final answer to 2 decimal places.) Standard deviation \% per year

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