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Assume that you manage a risky portfolio with an expected tate of return of 17% and a standard deviation of 33%. The T-bil rate is

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Assume that you manage a risky portfolio with an expected tate of return of 17% and a standard deviation of 33%. The T-bil rate is 7% A client prefers to invest in your portfolio a proportion (M) that maximizes the expected return on the overali portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 30% .. What is the investment proportion ? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Investment proportion b. What is the expected rate of return on the overall portfollo? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Rate of reum

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