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You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 31%. The T-bill rate is 5%. Your
You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 31%. The T-bill rate is 5%. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A 25 % Stock B 36 % 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.)
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