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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standara 5.5%. Your risky portfolio includes the following

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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standara 5.5%. Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 328 36% 32% Your client decides to invest in your risky portfolio a proportion () of his total investment budget with market fund so that his overall portfolio will have an expected rate of return of 17%. a. What is the proportion y? (Round your answer to 3 decimal places.) Proportion y 30 b. What are your client's investment proportions in your three stocks and the T-bill fund? (Round your in final answers to 2 decimal places.) Investment Proportions Security T-Bills Stock Stock B Stock C c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calc answer to 2 decimal places.) Standard deviation % per year Assume that you manage a risky portfolio with an expected rate of return of 18% and a standara 5.5%. Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 328 36% 32% Your client decides to invest in your risky portfolio a proportion () of his total investment budget with market fund so that his overall portfolio will have an expected rate of return of 17%. a. What is the proportion y? (Round your answer to 3 decimal places.) Proportion y 30 b. What are your client's investment proportions in your three stocks and the T-bill fund? (Round your in final answers to 2 decimal places.) Investment Proportions Security T-Bills Stock Stock B Stock C c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calc answer to 2 decimal places.) Standard deviation % per year

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