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Enabled Midterm 2 Here Assume that you manage a sky portfolio with an expected rate of return of 18 and a standartinut 34% Thebe 5.59

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Enabled Midterm 2 Here Assume that you manage a sky portfolio with an expected rate of return of 18 and a standartinut 34% Thebe 5.59 Your risky portfolio includes the following investments in the given proportions Stock A Stock B 36 Stock C Your client decides to invest in your risky portfolio a proportion of his total investment budget with the remainder in Tos money market fund so that his overall portfolio will have an expected rate of return of 17% Required: a. What is the proportion y? (Round your answer to 1 decimal place.) Proportion y 15 b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate calculations and final answers to 2 decimal places.) Investment Proportions Security T-Bills Stock A 9 % b. What are your client's Investment proportions in your three stocks and in Tb (Round your intermediate calculations and inst answers to 2 decimal places.) Investment Proportions Security T-Bels Slock A Stock B Stock C 9 98 c. What is the standard deviation of the rate of return on your client's portfollo? (Round your intermediate calculations and final answer to 1 decimal place.) Standard deviation % per your

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