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Assume that you manage a risky portfolio with an expected rate of return of 1 2 % and a standard deviation of 1 5 %
Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Suppose your client decides to invest in your risky portfolio a proportion y of his total investment budget, with the remainder in a Tbill money market fund, aiming for an overall portfolio with an expected rate of return of What is the weight of the money market fund?
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