Your client,PortPartners,holds a complete portfolio that consists of a portfolio of risky assets(P)and T-Bills.The information below refers to these assets.
vered ked out of
E(Rp) 12.00%
Standard Deviation of P 13.00%
T-Bill rate 4.00%
Proportion of Complete Portfolio in P 60%
Proportion of Complete Portfolio in T-Bills 40%
Composition of
P:
Stock A 50.00%
Stock B 30.00%
Stock C 20.00%
Total
100.00%
What are the proportions of stocks A,B,and C,respectively,in PortPartners'complete portfolio?
Select one:
○A.35%,18%,12%
○B.15%,18%,27%
0C.30%,15%,10%
○D.30%:18%:27%
E.None of the options are correct
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