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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A:

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A: Given data:> Risky portfolio rate of return (Re) = 17%>Risky portfolio standard deviation (Se)…

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