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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 25%. The T-bil rate is

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 25%. The T-bil rate is 5%. a. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: Walmart 30% Microsoft 25% General Motors 45% What are the investment proportions of your client's overall portfolio, including the position in T- bills

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