1. Suppose you have a risky portfolio that has an expected return of 15% and a standard deviation of 22%. Return from risk free assets is 5%. You have three clients. Following is their capital allocation according to their choices

Clients	Proportion of investment in your risky portfolio	Proportion of investment in risk-free asset
Client A	70%	30%
Client B	50%	50%
Client C	30%	70%

a) Show expected returns and standard deviation of the rate of returns of portfolio consisting of risky and risk-free asset of each client. Show the calculation in detail. (5 points)