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Business, 21.09.2019 03:30 MathChic68

You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. 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. suppose that your risky portfolio includes the following investments in the given proportions: stock a 35 % stock b 35 % stock c 30 % what are the investment proportions of your client’s overall portfolio, including the position in t-bills?

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