QUESTION 5 please

Use these data for Questions 1-6. You manage a risky portfolio with expected rate of return of 18% and standard deviation of 28%. The T-bill rate is 8%. Question 5: Suppose that your client decides to invest in your portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 16%. a. What is the proportion y ? b. What are your client's investment proportions in your three stocks and the T-bill fund? c. What is the standard deviation of the rate of return on your client's portfolio? Use these data for Questions 1-6. You manage a risky portfolio with expected rate of return of 18% and standard deviation of 28%. The T-bill rate is 8%. Question 1: Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the expected value and standard deviation of the rate of return on his portfolio? Question 2: Suppose that your risky portfolio includes the following investments in the given proportions: Stock A: 25\% Stock B: 32% Stock C: 43% What are the investment proportions of your client's overall portfolio, including the position in T-bills? Question 3: What is the reward-to-variability ratio (S) of your risky portfolio? Your client's? Question 4: Draw the CAL of your portfolio on an expected return-standard deviation diagram. What is the slope of the CAL? Show the position of your client on your fund's CAL. Question 5: Suppose that your client decides to invest in your portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 16%. a. What is the proportion y? b. What are your client's investment proportions in your three stocks and the T-bill fund? c. What is the standard deviation of the rate of return on your client's portfolio