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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 41%. The T-bill rate is 4% A client prefers to invest in your portfolio a proportion (y) that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed 30%. Required: a. What is the investment proportion, y ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. b. What is the expected rate of return on the overall portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct

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