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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 36% and an expected
return of 20%. The Treasury bill rate is 9%. A client wants to invest 23% of his
investment budget in a T-bill money market fund and 77% in your portfolio.
Part 1
What is the expected rate of return on your client's complete portfolio?
Part 2
What is the standard deviation for your client's complete portfolio?
Part 3
What is the reward-to-volatility (Sharpe) ratio of your client's complete portfolio?
Part 4
What is the Sharpe ratio of your portfolio?
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