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You manage a rlsky portfollo with an expected rate of return of 1 2 % and a standard devlation of 3 6 % . The

You manage a rlsky portfollo with an expected rate of return of 12% and a standard devlation of 36%. The T-bill rate is
2%.
Suppose that your client decides to Invest in your portfolio a proportion y of the total Investment budget so that the
overall portfollo will have an expected rate of return of 10%.
Required:
a. What is the proportion y?
b. What are your client's Investment proportions in your three stocks and the T-bill fund?
c. What is the standard devlation of the rate of return on your client's portfollo?
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