You manage a risky portfolio with an expected rate of return of $12\%$ and a standard deviation of $28\%.$ The T$-$bill rate is $2\%.$

$10$

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

points

$\backslash$table$[[$Stock $A,258],[$Stock $B,328],[$Stock C$,438]]$

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.

Answer is complete but not entirely correct.

$\backslash$table$[[,\backslash$table$[[$Investment$],[$Proportions$]]],[$T$-$Bills,$(28\mathrm{.}0),\%,],[$Stock A$,32\mathrm{.}0,\%,],[$Stock B$,41\mathrm{.}0,\%,],[$Stock C$,55\mathrm{.}0,\%,]]$