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Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard

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Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. d) Suppose that your fund is invested 60% in stock A and 40% in stock B. What percentages of your client's funds (from part a) are invested in each stock? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. e) Suppose now that your client wants an expected return of 25% for her portfolio. How would you structure her investments in this case? What is the standard deviation for her portfolio return

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