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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 13% 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 2 decimal
places.)
b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal
places.)
Proportion invested in the T-bill fund
b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to
2 decimal places.)
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