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Question 13 4 pts Assume you manage a risky fund with an expected rate of return of 20% and a standard deviation of 32%. The
Question 13 4 pts Assume you manage a risky fund with an expected rate of return of 20% and a standard deviation of 32%. The T-bill rate is 4%. Your client wishes to invest in your risky fund a proportion y of total assets so that his portfolio has an expected return of 20%. What is the standard deviation of this new portfolio? (Type your answer as a percent, e.g. -10,50" for 10.5%)
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