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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 40%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 40%. The T-bill rate is 5% Your risky portfolio includes the following investments in the given proportions: Your client decides to invest in your risky portfolio a proportion ( y ) of his total investment budget with the remainder in a T-bill money market fund so that his overail portfolio will have an expected rate of return of 13% Required: Q. What is the proportion y? (Round your answer to 1 decimal ploce.) b. What are your client's investment proportions in your three stocks and in T-balls? (Round your intermediate calculations and final answers to 2 decimal places.) c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calculations and final onswer to 1 decimal place.)

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