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You invest 40% in a risky portfolio, and 60% in a treasury bill. The risky portfolio has an expected return of 15% and a standard

You invest 40% in a risky portfolio, and 60% in a treasury bill. The risky portfolio has an expected return of 15% and a standard deviation of 25%. The treasury bill pays 7%. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A 30%Stock B 30%Stock C 30%Stock D 10%(a)(3 points) What are the investment proportions in the complete portfolio, including stock A, B, C, D and the Treasury bill? (b)(3 points) What is the expected return and standard deviation of your complete portfolio?

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