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You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 35%. The T-bill rate is 5%.
You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 35%. The T-bill rate is 5%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 25% 35% 40% What are the investment proportions of each asset in your client's overall portfolio, including the position in T-bills? Note: Round your answers to 1 decimal place. Investment Proportions T-Bills % Stock A % Stock B % Stock C %
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