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Assume that you manage a risky portfollo with an expected rate of return of 12% and a standard deviation of 44%. The T-bill rate is

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Assume that you manage a risky portfollo with an expected rate of return of 12% and a standard deviation of 44%. The T-bill rate is 5%. Your cllent chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. Required: a. What are the expected return and standard deviation of your client's portfollo? (Round 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 cllent's overall portfollo, including the position in T-bills? (Round your answers to 1 decimal place.)

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