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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 40%. 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 40%. The T-bill rate is 5%. Your risky portfolio Includes the following Investments in the given proportions: Stock A Stock B Stock C 24% 33 43 Your client decides to invest in your risky portfolio a proportion (1) 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 13%. a. What is the proportion y? (Round your answer to 1 decimal places.) Proportion y % 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 T-Bills % Stock A % Stock B % Stock C % 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 places.) Standard deviation % per year

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