QUESTION 20 Suppose you manage a risky portfolio with an expected rate of return of 10% and a standard deviation of 20%. The T-bill rate is 2%. Also, suppose your risky portfolio includes the following assets in the given proportions: 10% 40% Stock A Stock B Stock C Stock D 20% 30% Suppose your client comes to you and asks you to help her create a portfolio with expected return of 20%. 1. What fraction (y) will she need to invest in your risky portfolio to obtain this expected return? 2. What are the investment proportions of the complete portfolio? yT-bill? y? YB= ? yc=? yo= ? yD= ? 3. Explain how you will allocate your assets based on the weights above ? 4. What is the standard deviation of the rate of return on your client's portfolio? OP= 5. What is the Sharpe ratio of your client's portfolio