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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 and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund.
Suppose that your risky portfolio includes the following investments in the given proportions:
tableStock A
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