精选优质文档-倾情为你奉上1. You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 8%.(1) Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the expected value and standard deviation of the rate of return on his portfolio?(2) Suppose that your risky portfolio includes the following investments in the given proportion stock A 25%; stock B 32%; stock C 43%. What are the investme
