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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is

Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund.

Suppose that your risky portfolio includes the following investments in the given proportions:

Stock A 35%
Stock B 35%
Stock C 30%

What are the investment proportions of your clients overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place. Omit the "%" sign in your response.)

Investment Proportions
T Bills _____?
Stock A _____?
Stock B _____?
Stock C _____?

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