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Please show work 25. 8.00 points value: Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard
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25. 8.00 points value: Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% 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 Standard deviation % per year % per year b. Suppose your risky portfolio includes the following investments in the given proportions Stock A Stock B Stock C 26% 35% 39%Step by Step Solution
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