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Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 32%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 32%. The T-bill rate is 6% Your risky portfolio includes the following investments in the given proportions: Stock Stocks Stock 281 34 39 BOOK References Your client decides to invest in your risky portfolio a proportion of his total investment budget with the remainder in a T-bil money market fund so that his overall portfolio will have an expected rate of return of 15% a. What is the proportion (Round your answer to 1 decimal places) Proportion b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate calculations and final answers to 2 decimal places.) Inwestment Proportions Security T Block A Stock b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate calculations and final answers to 2 decimal places.) Security T-Bills Stock Stock B Stock Investment Proportions % % % % c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calculations and final answer to 1 decimal places.) Standard deviation per year

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