Question

You manage an equity fund with an expected risk premium of 10 percent and an expected standard deviation of 14 percent. The rate on Treasury bills is 6 percent. Your client chooses to invest $ 60,000 of her portfolio in your equity fund and $ 40,000 in a T-bill money market fund. What is the expected return and standard deviation of return on your client’s portfolio?


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  • CreatedJune 21, 2015
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