You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 30%. The T-bill rate is 6%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund.

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

Stock A

29

%

Stock B

32

%

Stock C

39

%

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		%