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For Problems 1216, assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The

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For Problems 1216, assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The Tbill rate is 7%. 12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a Tbill money market fund.(LO 5-3) 1. What is the expected return and standard deviation of your client's portfolio? 2. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 27% Stock B 33% Stock C 40% Page 143 What are the investment proportions of your client's overall portfolio, including the position in T-bills? 3. What is the reward-to-volatility ratio (5') of your risky portfolio and your client's

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