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please help solve all parts! 25. An investor considers making a portfolio by allocating money between the S&P 500 mutual fund and the Treasury bill.

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25. An investor considers making a portfolio by allocating money between the S\&P 500 mutual fund and the Treasury bill. The S\&P 500 return RM and the Treasury bill return Rf have the following statistics: Note that the Treasury bill is risk-free, so its return has zero standard deviation. (a) Suppose the investor puts x fraction of total investment in the S\&P 500 mutual fund and (1x) fraction in the Treasury bill. Find the average returu on this portfolio in terms of x.[3 points ] (b) Find the standard deviation of the portfolio return in terms of x. [3 points] (c) The investor chooses the particular weight x such that the portfolio standard deviation is 10%. What is the average return of this specific portfolio? [ 4 points]

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