Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 44% The T-bill rate is 5% Your client chooses to invest 80% of a portfolio in your fund and 20% 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.) 3 bits cock Expected retum Standard deviation 106 per year 352% per year References b. Suppose your risky portfolio includes the following investments in the given proportions Stock stoch a Boeke 201 31 35 What are the investment proportions of your det overall portfolio Including the position decimal places T Round your answers to Inwestment Proportions U What are the investment proportions of your client's overall portfolio, including the position in Tbilis? (Round your answers to 1 decimal places) Ints Investment Proportions Security T-BUS Stock A Stock Stock cBook References 1% % % c. What is the reward-to-volatility ratio of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.) Reward-to-Volatity Ratio Risky portfolio Client's overall portfolio