The correlation between the two stocks is 0.5.

Expected return (%) Standard Deviation (%) Weight

Microsoft 28 42 0.4

Coca-Cola 12.5 21 0.6

The standard deviation of rachels portfolio is 25.55%

James decides to follow her wifes suggestion. But, he would prefer a lower volatility for his investment. He decides to invest 40% of his wealth into the T-bills, and 60% in Rachels portfolio.

What is the proportion of his investments in each asset?

He would invest ________% into the T-bills, ________% into Microsoft, and _________% into Coca-Cola.

Note: please fill in a whole number for each blank.