5. Consider the following information about a risky portfolio that you manage and a risk-free asset: E[rp]=18%,p=28%,rf=5%. (1) Your client chooses to invest 70% of a portfolio in your fund and 30% in the risk-free asset. What is the expected return and standard deviation of the rate of return on his portfolio? (2) What's the Sharpe ratio of your risky portfolio? Your client's? (3) 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. 5. Consider the following information about a risky portfolio that you manage and a risk-free asset: E[rp]=18%,p=28%,rf=5%. (1) Your client chooses to invest 70% of a portfolio in your fund and 30% in the risk-free asset. What is the expected return and standard deviation of the rate of return on his portfolio? (2) What's the Sharpe ratio of your risky portfolio? Your client's? (3) 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