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Problem 6-14 You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 31 %. The T-bill rate

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Problem 6-14 You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 31 %. The T-bill rate is 4%. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A Stock B 31 32 Stock 37% What are the investment proportions of your client's 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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