Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund.

b. Suppose your risky portfolio includes the following investments in the given proportions: 2. Stock A Stock B Stock C 26% 35 39 6 points What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) 8 00:53:53 Security Investment Proportions T-Bills Stock A % % % Stock B Stock C %