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Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 45%. The Tbill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 45%. The Tbill rate is 6% Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. a. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Expected return Standard deviation per year per year b. Suppose your risky portfolio includes the following investments in the given proportions Stock A Stock Stock 29 10 What are the lovestment proportions of your client's overall portfolio, including the position to bills? (Round your answers to 1 decimal places.) Investment Proportions Security T Stock What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) Security T Bills StockA Stock B Stock Investment Proportions % % % 5 c. What is the reward-to-volatility ratio (s) of your risky portfolio and your client's overall portfollo? (Round your answers to 4 decimal places.) Reward-to-Volatility Ratio Risky portfolio Client's overall portfolio

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