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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 39%. The T-bili rate is

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Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 39%. The T-bili rate is 6%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. Required: a. What are the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place.) b. Suppose your risky portfollo includes the following investments in the given proportions: What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) b. 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 in T-bils? (Round your answers to 1 decimal place.) c. What is the reward-to-volatily ratio (S) of your risky portiolio and your client's overall portfolio? (Round your answers to 4 decimal olaces.)

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