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Business, 22.07.2020 17:01 vicada2782

You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. 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 portfolio includes the following investments in the given proportions: Stock A 25 % Stock B 32 % Stock C 43 % What are the investment proportions of your client’s overall portfolio, including the position in T-bills?

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