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Please use ONLY an Excel spreadsheet for the solutionsno handwritten ones. 11. Assume...

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Finance

imagePlease use ONLY an Excel spreadsheet for the solutionsno handwritten ones.

11. Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 30%. The T-bill rate is 4%. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. a. What is the reward-to-volatility ratio (Sharpe Ratio) of your client's portfolio? b. If the client wants to have a standard deviation of only 9%, what portion of the client' find should be in the risky portfolio? In that case, what is the expected return on the fund

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