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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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