Your client, Emma Chang, 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 X

Stock Y

Stock Z

30%

50%

20%

What are the proportions of stocks X, Y, and Z, respectively, in Emma's complete portfolio?

Select one:

21%, 35%, 14%

32%, 20%, 28%

16%, 10%, 14%

35%, 45%, 20%

20%, 12.5%, 17.5%