Assume that you manage a risky portfolio with an expected rate of return of $17\%$ and a standard deviation of $33\%.$ The T$-$bill rate is $6\%.$ Your client chooses to invest $75\%$ of a portfolio in your fund and $25\%$ in a T$-$bill money market fund.

a$.$ What is the expected return and standard deviation of your client's portfolio? $($Round your answers to $2$ decimal places.$)$

b$.$ Suppose your risky portfolio includes the following investments in the given proportions:

Stock A $30\%$

Stock B $35\%$

Stock C $35\%$

What are the investment proportions of your client$$s overall portfolio, including the position in T$-$bills? $($Round your answers to $2$ decimal places.$)$

T$-$Bills $-25\%$

Stock A $-22\mathrm{.}5\%$

Stock B $-26\mathrm{.}25\%$

Stock C $-26\mathrm{.}25\%$

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.$)$