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You manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%. The T-bill rate is 5% Your

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You manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%. The T-bill rate is 5% Your risky portfolio includes the following investments in the given proportions: Stock Stock B Stock c 354 361 298 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 y %

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