Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(rP) = 15%

P = 8.5%

T-Bill rate = 3%

Proportion of complete Portfolio in P = 70%

Proportion of complete Portfolio in T-Bills = 30%

Composition of P:
Stock A Stock B Stock C	30% 50% 20%

What are the proportions of stocks A, B, and C, respectively, in Emma's complete portfolio?

Select one:

a. 35%, 45%, 20%

b. 32%, 20%, 28%

c. 20%, 12.5%, 17.5%

d. 16%, 10%, 14%

e. 21%, 35%, 14%