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ou manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is 8%. Your
ou manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions:
Stock A35%Stock B35%Stock C30%What are the investment proportions of your clients overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) T BILLS%
stock A%
STOCK B%
Stock C %
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