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es Assume that you manage a risky portfolio with an expected rate of return of 18.3% and a standard deviation of 28.3%. The T-bill
es Assume that you manage a risky portfolio with an expected rate of return of 18.3% and a standard deviation of 28.3%. The T-bill rate is 6%. Required: (a) Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place. Omit the "%" sign in your response.) Expected return Standard deviation % per year % per year (b)Suppose your risky portfolio includes the following investments in the given proportions: Stock A 26% Stock B 33% Stock C 41% What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place. Omit the "%" sign in your response.) Investment Security Proportions T-Bills % Stock A % Stock B % Stock C %
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