Question
Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The T-bill rate is
Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The T-bill rate is 6%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund.
Suppose that your risky portfolio includes the following investments in the given proportions:
Stock A 27 %
Stock B 35 %
Stock C 38 %
What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place. Omit the "%" sign in your response.) Investment Proportions
T-Bills %
Stock A %
Stock B %
Stock C %
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