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Assume you manage a risky portfolio with an expected return of 17% and a standard deviation...

Assume you manage a risky portfolio with an expected return of 17% and a standard deviation of 27%. The T-bill rate is 7%. Your client chooses to invest a proportion (y) of his portfolio in your fund and the rest (1-y) in the T-bill money market fund. His overall portfolio will have an expected rate of return of 15% What is the proportion y? What is the standard deviation of the rate of return on your client’s portfolio?

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