You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 34%. The T-bill rate is

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You Manage A Risky Portfolio With An Expected Rate Of Return Of 19 And A Standard Deviation Of 34 The T Bill Rate Is 1 (41.12 KiB) Viewed 19 times

You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 34%. The T-bill rate is 8%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. Suppose that your risky portfollo includes the following investments in the given proportions: Stock A Stock B Stock C 45 % 32 23 # What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) T-Bills Stock A Stock B Stock C Investment Proportions % % %