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You manage an equity fund with an expected risk premium of 13.6% and a standard deviation of 50%. The rate on Treasury bills is 6.6%.
You manage an equity fund with an expected risk premium of 13.6% and a standard deviation of 50%. The rate on Treasury bills is 6.6%. Your client chooses to invest $120,000 of her portfolio in your equity fund and $30,000 in a T-bill money market fund. What is the expected return and standard deviation of return on your clients portfolio? (Round your answers to 2 decimal places.)
Expected return %
Standard deviation %
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