Answer this for me on a paper. Don't do this on excel. Thanks

3. Assume that a risky portfolio (R) has an expected rate of return of 10% and a standard deviation of 20%. The T-bill rate is 5%. You choose to create an overall portfolio (O) by investing 70% in the risky portfolio and 30% in T-bills. ( show your calculations for a and b below) a. What are the expected return and standard deviation of your overall portfolio (O)? (3.00 points) b. What is the Sharpe ratio (S) of the risky portfolio (R) and your overall portfolio (O)? (In general) As a risk-averse investor, would you prefer a higher / lower Sharpe ratio? Why? (1 +1.50 = 2.50 points) c. Draw the CAL of the risky portfolio (R) on an expected return/standard deviation diagram. Show the position of your overall portfolio (O) on the CAL. (2.00 points)