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Suppose now that your portfolio must yield an expected return of 1 3 % and be efficient, that is , on the best feasible CAL.
Suppose now that your portfolio must yield an expected return of and be efficient, that is on the best feasible CAL. Required: a What is the standard deviation of your portfolio? Do not round intermediate calculations. Round your answer to decimal places. b What is the proportion invested in the Tbill fund? Do not round intermediate calculations. Round your answer to decimal places. Proportion invested in the Tbill fund b What is the proportion invested in each of the two risky funds? Do not round intermediate calculations. Round your answers to decimal places.
Suppose now that your portfolio must yield an expected return of and be efficient, that is on the best feasible CAL.
Required:
a What is the standard deviation of your portfolio? Do not round intermediate calculations. Round your answer to decimal
places.
b What is the proportion invested in the Tbill fund? Do not round intermediate calculations. Round your answer to decimal
places.
Proportion invested in the Tbill fund
b What is the proportion invested in each of the two risky funds? Do not round intermediate calculations. Round your answers to
decimal places.
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