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Save the picture in your PC so you enlarge it to see the questions Assume that you manage a risky portfolio with an expected rate
Save the picture in your PC so you enlarge it to see the questions
Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42% The T-bill rate is 6% Your cent chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Suppose your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, including the position in T-bills(Round your answers to 2 decimal places.) What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.)
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