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Business, 11.03.2020 22:01 juanchylj

Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 45%. The T-bill rate is 6%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. a. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 29 % Stock B 38 Stock C 33 What are the investment proportions of your client’s overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.)

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