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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 37%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 37%. The T-bill rate is 5%. Your risky portfolio includes the following investments in the given proportions: stock Stock Stock 211 30 49 Your client decides to invest in your risky portfolio a proportion of his total investment budget with the remainder in a T-bill money market fund so that his overall portfolio will have an expected rate of return of 14% Required: a. What is the proportion ? (Round your answer to 1 decimal place.) Proportion b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate calculations and final antwers to 2 decimal places.) Security T-BR Investment Proportions b. What are your client's investment proportions in your three stocks and in T-bills? (Round your intermediate calculations and final answers to 2 decimal places.) Investment Proportions Security TB StockA Stock Stock 5 % 54 c. What is the standard deviation of the rate of return on your client's portfolio? (Round your intermediate calculations and final answer to 1 decimal place.) Standard deviation per year

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