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Business, 14.12.2019 01:31 diametriagay

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 an essentially risk-free money market fund. what is the expected return and standard deviation of the rate of return on his portfolio? (do not round intermediate calculations. round "standard deviation" to 1 decimal place.)

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