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intiro Suppose that you manage a portfolio of risky assets with a standard deviation of 34% and an expected return of 20%. Your portfolio consists

image text in transcribed intiro Suppose that you manage a portfolio of risky assets with a standard deviation of 34% and an expected return of 20%. Your portfolio consists of the following investments: The Treasury bill rate is 5%. An investor wants to invest a proportion of their investment budget in the T-bill and the remaining proportion in your fund. Part 1 Attempt 1/3 for 10 pts. What proportion of the investor's money should be invested in your fund of risky assets in order to achieve an overall expected return of 15% ? Part 2 Attempt 1/3 for 10 pts. What proportion of the investor's complete portfolio (including your fund of risky assets and the T-Bill) will be invested in stock B

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