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Assume that you manage a risky portfolio with an expected rate of return of 20%...

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Assume that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 44 The T-bill rate is 4%. Your risky portfolio includes the following investments in the given proportions: Your client decides to invest in your risky portfolio a proportion (y) of his total investment budget with the remainder in a bill money market fund so that his overall portfolio will have an expected rate of return of 16%. What is the proportion y Proportion y What are your client's Investment proportions in your three stocks and the T-bill fund? What is the standard deviation of the rate of return on your client's portfolio? Standard deviation %per year

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