Question: Problem 6 - 1 4 ( Algo ) You manage a risky portfolio with an expected rate of return of ( 1 7
Problem Algo
You manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is Your client chooses to invest of a portfolio in your fund and in a Tbill money market fund.
Suppose that your risky portfolio includes the following investments in the given proportions:
What are the investment proportions of each asset in your client's overall portfolio, including the position in Tbills?
Note: Round your answers to decimal place.
Answer is complete but not entirely correct.
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