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 (L.O 5-3) What is the expected return and standard deviation of your client s portfolio? Suppose your risky portfolio includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, including the position m T bills? What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? 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