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You manage a risky portfolio with an expected rate of return of 10% and a...

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Accounting

You manage a risky portfolio with an expected rate of return of 10% and a standard deviation of 34%. The T-bill rate is 4%.
Suppose that your client prefers to invest in your fund a proportion y that maximizes the expected return on the complete portfolio
subject to the constraint that the complete portfolio's standard deviation will not exceed 10%.
Required:
a. What is the investment proportion, y?
b. What is the expected rate of return on the complete portfolio?
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