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Consider the following information about a risky portfolio that you manage and a risk-free asset: Erp) = 15%,0p 24%, 14 = 3%. a. Your client

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Consider the following information about a risky portfolio that you manage and a risk-free asset: Erp) = 15%,0p 24%, 14 = 3%. a. Your client wants to invest a proportion of her total investment budget in your risky fund to provide an expected rate of return on her overall or complete portfolio equal to 8%. What proportion should she invest in the risky portfolio, P, and what proportion in the risk-free asset? (Do not round intermediate calculations. Round your answer to 2 decimal place.) Risky portfolio Risk-free asset b. What will be the standard deviation of the rate of return on her portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation s

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