You manage a risky portfolio with an expected rate of return of 10% and a...
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You manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is 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 Required: a What is the investment proportion, b What is the expected rate of return on the complete portfolio? 
You manage a risky portfolio with an expected rate of return of and a standard deviation of The Tbill rate is
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
Required:
a What is the investment proportion,
b What is the expected rate of return on the complete portfolio?
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