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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 25%

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 25%. The T-bill rate is 5%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. What is the expected return of your client's portfolio?

a. 17%

b. 7%

c. 14%

d. 12%

e. None of the above