Part TWO Portfolio Theory For Problems 12-16, assume that you manage a risky portfolio with an...
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Part TWO Portfolio Theory For Problems 12-16, assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. 12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill market fund. (LO 5-3) a. What are the expected return and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: money Stock A Stock B Stock C 27% 33 40 ak in your client's overall portfolio, Part TWO Portfolio Theory For Problems 12-16, assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. 12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill market fund. (LO 5-3) a. What are the expected return and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: money Stock A Stock B Stock C 27% 33 40 ak in your client's overall portfolio,
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