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Suppose that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 17%. The T-bill rate is

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Suppose that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 17%. The T-bill rate is 5%. 2. Suppose your risky portfolio includes the following investments in the given proportion Stock A Stock B Stock C What the T-bills? a. 26% 43% 21% are the investment proportion of your client's overall portfolio, including What is the Sharpe ratio of your risky portfolio and your client's overall portfolio? Draw the CAL line of your portfolio. What is the slope of the CAL? Show the position your client on the fund's CAL b. c

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