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Please solve and help. Thanks! #14. You manage a risky portfolio with an expected return of 17% and a standard deviation of 27%. The Tbill

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Please solve and help. Thanks!

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#14. You manage a risky portfolio with an expected return of 17% and a standard deviation of 27%. The Tbill rate is 7%. a. Your client chooses to invest 70% of a portfolio in your fund and 30% in a Tbill money market md. What is the expected value and standard deviation of the rate of return of your client's portfolio? b. Suppose that your risky portfolio includes the following investments in given proportions: Stock A: 27% Stock B: 33% Stock C: 40% What are the investment proportions in your client's overall portfolio including the position in Tbills? c. Suppose your client decides to invest in your portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 15%. i. What is the proportion y? ii. What are your client's investment proportions in your three stocks and the Tbill fund? iii. What is the standard deviation of the return on your client's portfolio

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