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Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 45%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 13% and a standard deviation of 45%. The T-bill rate is 6% Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund a. What is the expected return and standard deviation of your clients portfolio? (Round your answers to 2 decimal places.) % per year Expected retum Standard deviation $ per year b. Suppose your risky portfolio includes the following investments in the given proportions StockA Stocks Stock C 295 38% 339 What are the investment proportions of your client's overall portfolio, including the position in Tbilis (Round your answers to 2 decimal places.) Investment Proportions Security T.BA Shock 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.) Reward to Volatility Ratio Risky portfolio Client's overall portfolio

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