Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. deviation of 44%. The-bill rate is 5% a. What is the expected return and standard deviation of your clients portfolio? (Round your answers to 2 decimal places.) 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: Stock R Stock B Stock C 28% 37 35 What are the investment proportions of your client's overall portfolio, including the position in T-blls? (Round your answers to 1 decimal places) Security T-Bills Stock A Stock B Stock C Investment Proportions