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Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 44%. The T-bill rate is
Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 44%. The T-bill rate is 5% Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 28% 37% 35% What are the investment proportions of your client's overall portfolio, including the position in T-bills, in T-bills? (Enter your answer as a decimal number rounded to four decimal places.) Security T-Bills Investment Proportions
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