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You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 14%.The rate on Treasury bills is 6%.Your client chooses to invest $60000 of her portfolio in your equity fund and $40000 in a T-bill money market fund.What is the expected return and standard deviation of return on... 顯示更多 You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 14%.The rate on Treasury bills is 6%.Your client chooses to invest $60000 of her portfolio in your equity fund and $40000 in a T-bill money market fund.What is the expected return and standard deviation of return on your clients portfolio?

Expected Return Standard Deviation of Return
(a) 8.4% 8.4%
(b) 8.4 14.0
(c) 12.0 8.4
(d) 12.0 14.0

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