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Assume that you manage a risky portfolio with an expected rate of return of 1 8 % and a standard deviation of 4 2 %

Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%.
Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund.
Required:
a. What are the expected return and standard deviation of your client's portfolio: '1Round your answers to 1 decimal place.)
b. Suppose your risky portfolio includes the following investments in the given proportions:
What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1
decimal place.)
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