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Business, 13.06.2020 15:57 ferny5133

You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 30%. The T-bill rate is 6%. Your client chooses to invest 65% of a portfolio in your fund and 35% in an essentially risk-free money market fund. What is the expected return and standard deviation of the rate of return on his portfolio?

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You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 30%....

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