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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.
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