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Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 32%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 32%. The T-bill rate is 5%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? Suppose your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, inducing the position in T-bills? What is the reward-to-volt ty ratio (S) of your nsky portfolio and your client's overall portfolio

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