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Consider the following information about a risky portfolio that you manage and a risk-free asset: E(rp)=138,op=24x,rf=48. a. Your client wants to invest a proportion of

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Consider the following information about a risky portfolio that you manage and a risk-free asset: E(rp)=138,op=24x,rf=48. 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 portfollo equal to 6%. What proportion should she invest in the risky portfollo, P, and what proportion in the riskfree asset? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What will be the standard deviation of the rate of return on her portfolio? (Do not round intermediate colculations. Round your onswer to 2 decimal places.)

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