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Homework answers / question archive / Your client, Jenny Ng, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills

Your client, Jenny Ng, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills

Finance

Your client, Jenny Ng, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets. E(R) 15.00% Standard Deviation of P 8.40% T-Bill rate 3.50% Proportion of Complete Portfolio in P Proportion of Complete Portfolio in T-Bills 75.00% 25.00% Composition of P: Stock A Stock B Stock C Total 45.00% 30.00% 25.00% 100.00% a. What is the expected return on Jenny's complete portfolio? (4 points) b. What is the standard deviation of Jenny's complete portfolio? (4 points) c. What are the proportions of Stocks A, B, and C, respectively in Jenny's complete portfolio? (5 points)

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