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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The Tibill rates 28

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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The Tibill rates 28 4.5% A client profets to invest in your portfolio a proportion that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 25% a. What is the movestment proportion (Do not found intermediate calculations, Round your answer to 2 decimal places.) DURAT b. What is the expected rate of return on the overall portfolio (Do not round intermediate calculations. Round your answer to 2 decimal places)

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