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Intro You are managing a portfolio with a standard deviation of 3 6 % and an expected return of 2 0 % . The Treasury
Intro
You are managing a portfolio with a standard deviation of and an expected
return of The Treasury bill rate is A client wants to invest of his
investment budget in a Tbill money market fund and in your portfolio.
Part
What is the expected rate of return on your client's complete portfolio?
Part
What is the standard deviation for your client's complete portfolio?
Part
What is the rewardtovolatility Sharpe ratio of your client's complete portfolio?
Part
What is the Sharpe ratio of your portfolio?
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