Question: Suppose that the borrowing rate that your client faces is 11%. Assume that the S&P 500 index has an expected return of 15% and standard

Suppose that the borrowing rate that your client faces is 11%. Assume that the S&P 500 index has an expected return of 15% and standard deviation of 21%. Also assume that the risk-free rate is r= 3%. Your fund manages a risky portfolio, with the following details. E(p) = 12%, ,-15%. What is the largest percentage fee that a client who currently is lending (y 1

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