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7 Problem 6-14 10 points You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 30%. The
7 Problem 6-14 10 points You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 30%. The T-bill rate is 4%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: eBook Print Stock A Stock B Stock C References 35 20 % What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) Investment Proportions % T-Bills % Stock A Stock B Stock C % 0%
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