finance - investments

all apart of one big question (8 parts), please answer and include work if possible! Q.3 begins with part 1

Q.3

Q.7

Q.9

thanks!

You manage a risky portfolio with E[rp] = 14% and Op = 20%. The T-bill rate is rf = 4%. One of your client chooses to invest 60% of their wealth in your fund and 40% in a T-bill money market fund. 1. What is the expected return of your client's overall portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 3. 2. What is the volatility of your client's overall portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 3. 3. What is the Sharpe Ratio of your risky portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 3. 4. What is the Sharpe Ratio of your client's overall portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 3. Suppose the same client decides to invest in your risky portfolio a proportion wp of his total investment budget so that his overall portfolio will have an expected rate of return of 12%. 5. What is the proportion wp? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 7. 6. What is the volatility of your client's NEW overall portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 7. Suppose the same client now prefers to invest in your portfolio a proportion wp that maximizes the expected return on their overall portfolio, subject to the constraint that the overall portfolio's standard deviation will not exceed 15%. 7. What is the proportion wp? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round) Same data as Question 9. 8. What is the expected return of your client's NEW NEW overall portfolio? (Answer as a decimal number, e.g. 0.05 rather than 5%. Do not round)