Question 25 You are a provider of portfolio insurance and are establishing a 4-year program....
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Question 25 You are a provider of portfolio insurance and are establishing a 4-year program. The portfolio you manage is worth $112 million, and you hope to provide a minimum return of 0%. The equity portfolio has a standard deviation of 26% per year, and T-bills pay 6% per year. Assume that the portfolio pays no dividends. a. You should invest b. You should invest in T-bills. 5 pts in Equity. Enter your answer in millions (e.g. 10 for $10 million). Round your answer to 2 decimals, use 000's separators (commas) where appropriate, do not enter dollar signs (no $)
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