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Intro Suppose that you are managing a portfolio with a standard deviation of 27% and an expected return of 16%. The Treasury bill rate is
Intro Suppose that you are managing a portfolio with a standard deviation of 27% and an expected return of 16%. The Treasury bill rate is 8%. A client wants to invest 17% of his investment budget in a T-bill money market fund and 83% in your fund. | Attempt 1/10 for 10 pts. Part 1 What is the expected rate of return on your client's complete portfolio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 2 What is the standard deviation for your client's complete portfolio? 3+ decimals Submit | Attempt 1/10 for 10 pts. Part 3 What is the reward-to-volatility (Sharpe) ratio of your client's complete portfolio? 3+ decimals Submit Part 4 - Attempt 1/10 for 10 pts. What is the Sharpe ratio of your portfolio? 3+ decimals Submit
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