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Business, 25.06.2021 05:10 historygal

You manage an equity fund with an expected risk premium of 13% and a standard deviation of 44%. The rate on Treasury bills is 6.6%. Your client chooses to invest $90,000 of her portfolio in your equity fund and $60,000 in a T-bill money market fund. What is the expected return and standard deviation of return on your client’s portfolio? (Round your answers to 2 decimal places.)

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You manage an equity fund with an expected risk premium of 13% and a standard deviation of 44%. The...

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