Assume that you manage a risky portfolio with an expected rate of return of 14% and a standard deviation of 38%. The T-bill rate is 5%. Your client chooses to invest 85% of a portfolio in your fund and 15% 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.) Expected return Standard deviation % per year % per year b. Suppose your risky portfolio includes the following investments in the given proportions: 22$ Stock A Stock B Stock C 47 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) Investment Proportions Security T-Bills Security Investment Proportions T-Bills Stock A Stock B Stock C c. What is the reward-to-volatility ratio (Sharpe) of your risky portfolio and your client's overall portfolio? (Round your answers decimal places, e.g., 0.2155) Reward-to-Volatility Ratio Risky portfolio Client's overall portfolio