You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 33%. The T-bill rate is 7%. Your clientchooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund.Suppose that your risky portfolio includes the following investments in the given proportions:Stock A35 %Stock B32 %Stock C33 %What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1decimal place.)InvestmentProportions%T-BillsStock A%Stock BStock C%

The investment proportions of the individual assets are given above on the basis of 80% of…

Answered: You manage a risky portfolio with an…

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 12P

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