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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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