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Assume that you manage a risky portfolio with an expected rateof return of 15% and a standard deviation of 25%. The T-bill rateis 3% . Suppose your risky portfolio includes the followinginvestments in the given proportions.Dell50%Apple30%HP20%What are the investment proportions of your client’s overallportfolio, including the position in T-bills, if your client's riskaversion coefficient is 3?DellAppleHPT-BillA.32%B.19.2%C.12.8%D.36%
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