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*please explain how to do problem* Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation

*please explain how to do problem*

Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 37%. The T-bill rate is 4%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund.


a.

What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.)


Expected return % per year
Standard deviation % per year


b.

Suppose your risky portfolio includes the following investments in the given proportions:


Stock A 21%
Stock B

30%

Stock C 49%


What are the investment proportions of your client

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