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 and a standard deviation of The rate on Treasury Bills is Your client chooses to invest $ of her portfolio in your equity fund and $ in a Tbill money market fund. What are the expected return and standard deviation of your client's portfolio?
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