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You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 33%. The T-bill rate is 7%. Your
You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 33%. The T-bill rate is 7%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.)
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