Question: 6 Problem 5 - 1 8 ( Static ) 7 . 1 4 Required: points You manage an equity fund with an expected risk premium

6
Problem 5-18(Static)
7.14 Required:
points
You manage an equity fund with an expected risk premium of 10% and a standard deviation of 14%. The rate on Treasury bills is 6%.
Skipped
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 are the expected return and standard deviation of your client's portfolio? (Do not round intermediate calculations. Round your answers to 1 decimal place.)
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 6 Problem 5-18(Static) 7.14 Required: points You manage an equity fund

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