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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 30%. The T-bill rate is

Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 30%. The T-bill rate is 6%. Your client chooses to invest 65% of a portfolio in your fund and 35% in an essentially risk-free money market fund.

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

Stock A 29 %
Stock B 32 %
Stock C 39 %

What are the investment proportions of your clients overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.)

Investment Proportions
T-Bills %
Stock A %
Stock B %
Stock C %

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