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Assume that you manage a risky portfolio with an expected rate of return of 0.1725 and a standard deviation of 0.29. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 0.1725 and a standard deviation of 0.29. The T-bill rate is 0.06 A client wishes 0.55 invested in your risky portfolio and 0.45 in Treasuries. What would be the expected return for portfolio? \begin{tabular}{l} 0.1219 \\ 0.1460 \\ 0.1391 \\ 0.1286 \\ \hline 0.1353 \end{tabular}

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