a. Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund.

What is the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place.)

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 your clients overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.)

c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.)

please answer b and c portions