Question: Question 3 (5 points) You managed a risky portfolio with an expected rate of return of 28% and a standard deviation of 78%. The T-bill

Question 3 (5 points) You managed a risky portfolio with an expected rate of return of 28% and a standard deviation of 78%. The T-bill rate is 5%. Your client stipulates that the complete portfolio's standard deviation should be less than 12%. What proportion of your client's total investment should be invested in the risky portfolio? What is the expected return of your client's portfolio? None of the options are correct 66.17%; 11.75% 29.82%; 71.66% 15.38%; 8.54%

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