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Assume that you manage a fund with an expected rate of return of 9% and a...

Assume that you manage a fund with an expected rate of return of 9% and a standard deviation of 21%. The T-bill rate is 3%. Suppose your client would like to split her investment between your fund and T-bills so that she earns 12%. How much standard deviation does she need to take? (Provide your answer in percent rounded to two digits

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jeff jeffy answered 1 year ago
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