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Business, 02.11.2020 16:30 jlegrand9098

You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. 1.What is the standard deviation of your portfolio? 2.What is the proportion invested in the T-bill fund and each of the two risky funds? G. If you were to use only the two risky funds, and still require an expected return of 14%, what would be the investment proportions of your portfolio? Compare its standard deviation to that of the optimized portfolio in Problem F. What do you conclude?

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