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You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 33% The T-bill rate is 7% Your

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You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 33% The T-bill rate is 7% Your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock 29% 36% 35% 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 16% a. What is the proportion y? (Round your answer to the nearest whole number) Proportion y b. What are your client's investment proportions in your three stocks and the T-bill fund? (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. What are your client's investment proportions in your three stocks and the T-bill fund? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Investment Proportions % T-Bills Stock A Stock B Stock C % c. What is the standard deviation of the rate of return on your client's portfolio? (Do not round intermediate calculations. Round you answer to 2 decimal places.) Standard deviation 90

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