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You are managing a risky portfolio with an expected rate of return of 20% and a standard deviation of 30%. The t-bill rate is 5%.

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You are managing a risky portfolio with an expected rate of return of 20% and a standard deviation of 30%. The t-bill rate is 5%. Your client chooses to invest 60% of a portfolio in your fund and the rest in the T-bill money market fund. What's the expected return and standard deviation of your client's portfolio? Multiple Choice O 14%, 18% None of these choices

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