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Business, 27.05.2020 20:01 laneycasey5375

Assume you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 26%. The T-Bill Rate is 3.5%. Your client wants an allocation of her money between your risky portfolio and risk-free T-Bills so that she achieves a volatility of 18%. What percentage of her entire portfolio should you allocate to your risky portfolio

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