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cted rateYou manage a risky portfolio with an expected rate of return of 1 3 % and a standard deviation of 2 8 % .

cted rateYou manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 28%. The T-bill rate is 2%.
Your client chooses to invest 60% of a portfolio in your fund and 40% in an essentially risk-free money market fund. What are the
expected return and standard deviation of the rate of return on his portfolio?
Note: Round your answers to 2 decimal places.
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