12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. (@LO 5-3) a. What are the expected return and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 27% Stock B 33 Stock C 40 What are the investment proportions of each stock in your client's overall portfolio, including the position in T-bills? c. What is the Sharpe ratio (S) of your risky portfolio and your client's overall portfolio? d. Draw the CAL of your portfolio on an expected return/standard deviation diagram. What is the slope of the CAL? Show the position of your client on your fund's CAL