An investor invests 70% of her wealth in a risky assey with an expected rate of return of 15%and a statdard devation of 22% and a 30% treasury bill that pays 5%.
a. What's her portfolio's expected rate of return?
b. What is her portfolio's statdard devation?
c. If she woild like to form a portfolio with a standard deviation of 10% how much of the money should sh put in treasury bill?