What is portfolio expected rate of return

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Reference no: EM132024268

An investor invests 70% of her wealth in a risky assey with an expected rate of return of 15%and a statdard devation of 22% and a 30% treasury bill that pays 5%.

a. What's her portfolio's expected rate of return?

b. What is her portfolio's statdard devation?

c. If she woild like to form a portfolio with a standard deviation of 10% how much of the money should sh put in treasury bill?

Reference no: EM132024268

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