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Check my work You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 32%. The T-bill rate
Check my work You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 32%. The T-bill rate is 8%. Suppose that your client prefers to invest in your fund a proportion y that maximizes the expected return on the complete portfolio subject to the constraint that the complete portfolio's standard deviation will not exceed 21%. 0.06 points a. What is the investment proportion, y? (Round your answer to 2 decimal places.) eBook Investment proportion y 5.63 % Print References b. What is the expected rate of return on the complete portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Rate of return Rate of return %
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