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You manage a risky portfolio with an expected rate of return of 1 0 % and a standard deviation of 3 4 % . The

You manage a risky portfolio with an expected rate of return of 10% and a standard deviation of 34%. The T-bill rate is 4%.
Stock A 31%
Stock B 36%
Stock C 33%
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 9%.
Required:
What is the proportion y?
What are your clients investment proportions in your three stocks and the T-bill fund?
What is the standard deviation of the rate of return on your clients portfolio?

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