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b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 26% Stock B 33 Stock C 41 What are the

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b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 26% Stock B 33 Stock C 41 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) Answer is complete and correct. Investment Security Proportions T-Bills 30.0 % Stock A 18.2 % Stock B 23.1 % Stock C 28.7 % c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.) Reward-to-Volatility Ratio Risky portfolio Client's overall portfolio Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 31%. The T-bill rate is 4%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. a. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Answer is complete and correct. Expected return 11.7 % per year Standard 21.7 % per year deviation

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