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Intro Suppose that you are managing a portfolio with a standard deviation of 21% and an expected return of 22%. The Treasury bill rate is

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Intro Suppose that you are managing a portfolio with a standard deviation of 21% and an expected return of 22%. The Treasury bill rate is 4%. A client wants to invest 23% of his investment budget in a T-bill money market fund and 77% in your fund. Part 1 Attempt 1/5 for 10 pts. What is the expected rate of return on your client's complete portfolio? 17.860% The proportion invested in your fund: y = 0.77 Expected return; Elrd) = y Erp) + (1-7) +0.77 0.22 +0.23 0.04 = 0.1786 Part 2 Attempt 1/5 for 10 pts. What is the standard deviation for your client's complete portfolio? 3+ decima Submit Part 3 Attempt 1/5 for 10 pts. What is the reward-to-volatility (Sharpe) ratio of your client's complete portfolio? 2. decima Submit Part 4 Attempt 1/5 for 10 pts. What is the Sharpe ratio of your portfolio? 2 decima Submit

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