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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 and a standard devlation of The Tbill rate is
Suppose that your client decides to Invest in your portfolio a proportion of the total Investment budget so that the
overall portfollo will have an expected rate of return of
Required:
a What is the proportion
b What are your client's Investment proportions in your three stocks and the Tbill fund?
c What is the standard devlation of the rate of return on your client's portfollo?
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