Assume that you manage a risky portfolio with an expected rate of return of 17.9% and a standard deviation of 28.9%. The T-bill rate is 7%. Required: (a) Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 1 decimal place. Omit the "%" sign in your response.) Expected return % per year Standard deviation % per year (b)Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 22% 44% 34% What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place. Omit the "%" sign in your response.) Investment Proportions Security T-Bills Stock A Stock B Stock C % (c) 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.) Your Reward-to-variability ratio Client's Reward-to- variability ratio