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Problem 5 . 4 ( a ) Assume that you manage a risky portfolio with an expected rate of return of 1 5 % and
Problem a Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund. What is the expected return of your client's portfolio? Enter your answer in percentage points. Round your answers to decimal places. QUESTION Problem b Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund. What is the standard deviation of your client's portfolio? Enter your answer in percentage points. Round your answers to decimal places. QUESTION Problem c Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund. Suppose your risky portfolio Includes the following investments in the given proportions: Steek A Steek Steek c What proportion of your client's overall portfolio is invested in stock A after accounting for the fact that goes to Tbills? Enter your answer in percentage points. Round your answers to decimal places. QUESTION Problem d Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund. What is the rewardtovolatility ratio s of your risky portfolio? Round your answers to decimal places. QUESTION Problem e Assume that you manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund. What is the rewardtovolatility ratio s of your client's overall portfolio? Round your answers to decimal places.
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