Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund.

a.

What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.)

b.	Suppose your risky portfolio includes the following investments in the given proportions:

Stock A	26%
Stock B	35%
Stock C	39%

What are the investment proportions of your client