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Assume that you manage a risky portfolio with an expected rate of return of 17%...

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Finance

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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 33%. The T-bill rate is 6%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. Required: a. What are the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place.) c. What is the reward-to-volatility ratio (S ) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.) Answer is complete but not entirely correct. b. Suppose your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) Answer is complete and correct

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