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Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 47%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 47%. The T-bill rate is 4% Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 31% 31 38 Your client decides to invest in your risky portfolio a proportion of his total investment budget with the remainder in a T-bill money market fund so that his overall portfolio will have an expected rate of return of 10% a. What is the proportion y? (Round your answer to 1 decimal places.) Proportiony 8.0% b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate coiculations and final answers to 1 decimal places.) Investment Proportions Security T-Bills

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