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Consider the following information on a portfolio of three stocks: a. If your portfolio is invested 36 percent each in A and B and 28

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Consider the following information on a portfolio of three stocks: a. If your portfolio is invested 36 percent each in A and B and 28 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g, 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 4.6 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) You want to create a portfolio equally as risky as the market, and you have $500,000 to invest. Information about the possible investments is given below: How much will you invest in Stock C? How much will you invest in the risk-free asset? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g, 32.16.)

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