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. a. What are the expected return and standard deviation of your clients portfolio?

b. Suppose your risky portfolio includes the following investments in the given proportions. What are the investment proportions of each stock in your clients overall portfolio,