You manage a risky portfolio with an expected rate of retum of 17% and a standard deviation of 35%. The T-bill rate is 5%. Your cliem chooses to invest 70% of a portfolio in your fund and 30% in a T-bll money market fund. Suppose that your risky portfollo includes the following investments in the given proportions: Stock A 25 X 35 X 40 X Stock B Stock C 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 Proportions T-Bils Stock A Stock B Stock C

You manage a risky portfolio with an expected rate of retum of 17% and a standard deviation of 35%. The T-bill rate is 5%. Your cliem chooses to invest 70% of a portfolio in your fund and 30% in a T-bll money market fund. Suppose that your risky portfollo includes the following investments in the given proportions: Stock A 25 X 35 X 40 X Stock B Stock C 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 Proportions T-Bils Stock A Stock B Stock C

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 5P

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