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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?

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kaympoey08

Answer:

The question is incomplete; You manage a risky portfolio with an expected rate of return of 18 percent and a standard  deviation of 28 percent. The T-bill rate is 8 percent.

Expected value= (0.3 * 8%) + (0.7 * 18%) =15%

Standard deviation= .7σp = 0.7 × 0.28 = 19.6% .

Explanation:

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