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You manage a risky portfolio with an expected rate of return of 2 1 % and a standard deviation of 3 2 % . The

You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 32%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund.
Suppose that your risky portfolio includes the following investments in the given proportions:
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