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Use this narrative for questions # 10, 11, 12, and 13 Assume that you manage a risky portfolio with an expected rate of return

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Use this narrative for questions # 10, 11, 12, and 13 Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the standard deviation of your client's portfolio? OA) 14% B) 21% C) 15.85% OD) 18.90% OE) 19.57% Question 12 What is the Sharpe ratio of your risky portfolio? OA) 0.27 B) 0.37 OC) 0.92 D) 37% OE) 17%

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