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. Your client chooses to invest 70% of a portfolio in your fund and 30% in an essentially risk-free 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 each asset in your clients overall portfolio, including the position in T-bills? Note: Round your answers to 1 decimal place