Business, 02.04.2021 21:30 NANA2007

You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 15%. The rate on Treasury bills (risk-free rate) is 5%. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund. Required:
What is the expected return and standard deviation of return on your client's portfolio?

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You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of...