Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.E(Rp) 12.00 %Standard Deviation

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Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) 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 80 % Proportion of Complete Portfolio in T-Bills 20 % Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 %

What are the proportions of stocks A, B, and C, respectively, in Bo's complete portfolio?

32%, 20%, 28%

16%, 10%, 14%

8%, 5%, 7%

20%, 12.5%, 17.5%

40%, 25%, 35%

Giải thích

Chọn đáp án A

Giải thích: Proportion in A = 0.8 × 40% = 32%

proportion in B = 0.8 × 25% = 20%

proportion in C = 0.8 × 35% = 28%.