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Assume that you manage a risky portfolio with an expected rate of return of 1 4 % and a standard deviation of 4 6 %
Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund.
Required:
a What are the expected return and standard deviation of your client's portfolio? Round your answers to decimal place.
tableExpected return,, per yearStandard deviation,, per year
b Suppose your risky portfolio includes the following investments in the given proportions:
tableStock A
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