Use these inputs for Problems 13 through 19 You manage a risky portfolio with an expected rate of return of 18 and a standard deviation of 28 The T bill rate is 8 NEED HELP WITH 15 and 17 14) 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 clients overall portfolio, including the position in T bills Stock A 0 25 0 7 0 175 Stock B 0 32 0 7 224 Stock C 0 43 0 7 0 301 Total 0 7 1 7 30 T Bills 0 30 15) What is the reward to volatility (Sharpe) ratio (S) of your risky portfolio Your clients 17) 17) 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 clients investment proportions in your three stocks and the T bill fund c What is the standard deviation of the rate of return on your clients portfolio

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Question: Use these inputs for Problems 13 through 19: You manage a risky portfolio with an expected rate of return of 18% and a standard deviation

Use these inputs for Problems 13 through 19: You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 8%. NEED HELP WITH #15 and 17

14)

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 clients overall portfolio, including the position in T-bills?

Stock A	0.25 * 0.7	0.175
Stock B	0.32 * 0.7	.224
Stock C	0.43 * 0.7	0.301
	Total	0.7

1-.7= .30

T-Bills = 0.30

15)

What is the reward-to-volatility (Sharpe) ratio (S) of your risky portfolio? Your clients? 17)

17)

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 clients investment proportions in your three stocks and the T-bill fund?

c.What is the standard deviation of the rate of return on your clients portfolio?

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