Assume that you manage a risky portfolio with an expected rate of return of 14% and...

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Finance

Assume that you manage a risky portfolio with an expected rateof return of 14% and a standard deviation of 46%. The T-bill rateis 4%. Your client chooses to invest 85% of a portfolio in yourfund and 15% in a T-bill money market fund.
a.
What is the expected return and standard deviation of yourclient's portfolio? (Round your answers to 2 decimalplaces.)
  Expected return % per year
  Standard deviation % per year
b.
Suppose your risky portfolio includes the following investmentsin the given proportions:
  Stock A 30%
  Stock B
30%
  Stock C 40%
What are the investment proportions of your client’s overallportfolio, including the position in T-bills? (Round youranswers to 2 decimal places.)
Security     Investment
  Proportions
  T-Bills %
  Stock A %
  Stock B %
  Stock C %
c.
What is the reward-to-volatility ratio (S) of yourrisky portfolio and your client's overall portfolio? (Roundyour answers to 4 decimal places.)
Reward-to-Volatility Ratio
  Risky portfolio
  Client’s overall portfolio

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Assume that you manage a risky portfolio with an expected rateof return of 14% and a standard deviation of 46%. The T-bill rateis 4%. Your client chooses to invest 85% of a portfolio in yourfund and 15% in a T-bill money market fund.a.What is the expected return and standard deviation of yourclient's portfolio? (Round your answers to 2 decimalplaces.) Expected return% per year Standard deviation% per yearb.Suppose your risky portfolio includes the following investmentsin the given proportions: Stock A30% Stock B30% Stock C40%What are the investment proportions of your client’s overallportfolio, including the position in T-bills? (Round youranswers to 2 decimal places.)Security Investment Proportions T-Bills% Stock A% Stock B% Stock C%c.What is the reward-to-volatility ratio (S) of yourrisky portfolio and your client's overall portfolio? (Roundyour answers to 4 decimal places.)Reward-to-Volatility Ratio Risky portfolio Client’s overall portfolio

Security	Investment Proportions
T-Bills		%
Stock A		%
Stock B		%
Stock C		%

	Reward-to-Volatility Ratio
Risky portfolio
Client’s overall portfolio