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Business, 27.06.2020 21:01 brionnashelp

You manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%. The T-bill rate is 5%. Your client chooses to invest 60% of a portfolio in your fund and 40% in an essentially risk-free money market fund. What is the expected return and standard deviation of the rate of return on his portfolio

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You manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%....
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