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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 28%
Stock B

37%

Stock C 35%

What are the investment proportions of your clients overall portfolio, including the position in T-bills, in Stock B? (Enter your answer as a decimal number rounded to four decimal places.)

Security Investment Proportions
Stock B ?

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