You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% in a T-bill money market fund. Suppose that your risky portfolio includes the following investments in the given proportions: Stock A 35 % Stock B 35 % Stock C 30 % What are the investment proportions of your client’s overall portfolio, including the position in T-bills?
