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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 43%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 43%. The T-bill rate is 4% Your client chooses to invest 70% of a portfolio In your fund and 30% in a T-bill money market fund, Required: o. What are the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place.) Expected return Standard deviation % per year % per year b. Suppose your risky portfolio includes the following investments in the given proportions. Stock A Stock B Stock 27% 36 32 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) Investment Proportions Security T.BA StockA Stock B Stock % % % % c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio2 (Round your answers to 4 decimal places.) Reward-to-Volatility Ratio Risky portfolio Client's overall portfolio

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