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Q10 See attachment Check my work 10 You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of

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Q10 See attachment

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Check my work 10 You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 32%. The T-bill rate is 7%. Suppose that your client prefers to invest in your fund a proportion y that maximizes the expected return on the complete portfolio 0.62 subject to the constraint that the complete portfolio's standard deviation will not exceed 19%. points a. What is the investment proportion, y? (Round your answer to 2 decimal places.) eBook Investment proportion y % Print References decimal places.) b. What is the expected rate of return on the complete portfolio? (Do not round intermediate calculations. Round your answer to 2 Rate of return % Mc

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