Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T- bill rate is 7%. 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? Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 27% 33% 40% What are the investment proportions of your client's overall portfolio, including the position in T-bills? c) What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio?