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Business, 22.02.2021 03:50 nathaniel12

You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 32%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund.
What is the reward-to-volatility ratio of your risky portfolio? Your client's?

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You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 32%....
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