You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5%. Your client chooses 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: Srock A  29% Stock B  35% Stock C  36% What are the investment proportions of your client’s overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.)                         Investment Propositions T-bills                  Stock A Stock B  Stock C

Essentials Of Investments
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ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5%. Your client chooses 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:

Srock A  29%

Stock B  35%

Stock C  36%


What are the investment proportions of your client’s overall portfolio, including the position in T-bills?
 (Round your answers to 1 decimal place.)

 

                      Investment Propositions

T-bills                 

Stock A

Stock B 

Stock C

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