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Business, 17.04.2020 04:37 aaronroberson4940

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 are the investment proportions of your client’s overall portfolio, including the position in T-bills?

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