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You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The T-bill rate is 6%. Your

You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 36%. The T-bill rate is 6%. 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:

Stock A 27 %
Stock B 35 %
Stock C 38 %

What are the investment proportions of your clients overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.)

investment proportion

t bills

stock A

stock B

stock C

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