Assume you manage a risky fund with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 4%. Your client wishes to form a portfolio with a 24% standard deviation (by investing (y) in your fund and in T-bills).

What is the proportion (y) in your risky fund would create such a portfolio?

y=60% y=92.86% y=85.71% y=14.29%

Assume you manage a risky fund with an expected rate of return of 18% and a standard deviation of 28%. Ine i-pin rate is proportion (y) in your rishy fund would create sucha portfolio? recoks r8571x txine