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You manage a risky portfolio with an expected rate of return of 22% and a standard deviation of 34%. The T-bill rate is 6%. Your

You manage a risky portfolio with an expected rate of return of 22% and a standard deviation of 34%. The T-bill rate is 6%. 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 31 %
Stock B 36 %
Stock C 33 %

What are the investment proportions of your clients 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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