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Your client, John Smith, holds a complete portfolio that consists of a portfoli...
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Your client, John Smith, holds a complete portfolio that consists of a portfolio of risky assets ( ) and T-Bills. The information below refers to these assets.
E(Rp)
|
12.00%
|
Standard Deviation of P
|
7.20%
|
T-Bill rate
|
3.60%
|
|
|
Proportion of Complete Portfolio in P
|
70%
|
Proportion of Complete Portfolio in T-Bills
|
30%
|
|
|
Composition of P:
|
|
Stock A
|
35%
|
Stock B
|
25%
|
Stock C
|
40%
|
Total
|
100%
|
What are the proportions of stocks A, B, and C,
respectively, in John's complete portfolio?
0%
0%
0%
0%
0%