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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 25%. 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 25%. The T-bill rate is 5%. A. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? B. Suppose your risky portfolio includes the following investment in the given proportions: Stock A 35% Stock B 40% Stock C 25% What are the investment proportions of each of the stocks (A, B, and C) in your client's overall portfolio, including the positions in T-bills

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