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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T- bill money market fund. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Expected return % per year Standard deviation % per year Suppose your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client s overall portfolio, including the position in T-bills? (Round your answers to 2 decimal places.) What are the Investment proportions of your client's overall portfolio, including the position in T-bills? What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.)

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