Question: Required: You managed a equity fund with an expected risk premium of 1 3 . 2 % and a standard deviation of 4 6 %

Required:
You managed a equity fund with an expected risk premium of 13.2% and a standard deviation of 46%. The rate on Treasury Bills is 4.6%. Your client chooses to invest $105,000 of her portfolio in your equity fund and $45,000 in a T-bill money market fund. What are the expected return and standard deviation of your client's portfolio?

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