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Business, 13.02.2020 19:42 sunny6946

You manage an equity fund with an expected risk premium of 9% and a standard deviation of 16%. The rate on T-bills is 4%. Your client chooses to invest $80,000 of her portfolio in your equity fund and $20,000 in T-bills.
What is the expected return of your client's portfolio?

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You manage an equity fund with an expected risk premium of 9% and a standard deviation of 16%. The r...

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