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You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 35%. The T-bill rate is 5% Your

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You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 35%. The T-bill rate is 5% Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 25 35% 409 Suppose that your client decides to invest in your portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 17%. a. What is the proportion y? (Round your answer to the nearest whole number.) Proportion b. What are your client's Investment proportions in your three stocks and the bill tund? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Investment Proportions % T-Bills Stock A b. What are your client's investment proportions in your three stocks and the T-bill fund? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Investment Proportions % T-Bills Stock A Stock B Stock % % % c. What is the standard deviation of the rate of return on your client's portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 54

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