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can you answer this question for me please and using excel to answer it ? Assume that you manage a risky portfolio with an expected
can you answer this question for me please and using excel to answer it ?
Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 28%. The T-bill rate is 4%. Your client decides to invest in your risky portfolio a proportion (y) of his total investment budget with the remainder in a T-bill money market fund so that his overall portfolio will have an expected rate of return of 11%. Required: a. What is the proportion y ? (Round your answer to 1 decimal place.) if b. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calculations and final answer to 1 decimal place.)
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