Problem 5-18 (Algo) Required: You manage an equity fund with an expected risk premium of 12.4% and a standard deviation

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Problem 5 18 Algo Required You Manage An Equity Fund With An Expected Risk Premium Of 12 4 And A Standard Deviation 1 (35.83 KiB) Viewed 58 times

Problem 5-18 (Algo) Required: You manage an equity fund with an expected risk premium of 12.4% and a standard deviation of 38%. The rate on Treasury bills is 5.4%. Your client chooses to invest $120,000 of her portfolio in your equity fund and $80,000 in a T-bill money market fund. What are the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) % Expected Return Standard Deviation %