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You manage a risky portfolio with an expected rate of return of 1 7 % and a standard deviation of 3 8 % . The

You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 38%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund.
Suppose that your risky portfolio includes the following investments in the given proportions:
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