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.

Required:

a$.$ What are the expected return and standard deviation of your client's portfolio? $($Round your answers to $1$ decimal place.$)$

b$.$ Suppose your risky portfolio includes the following investments in the given proportions:

Stock A $27\%$

Stock B $33$

Stock C $40$

What are the investment proportions of your client$$s overall portfolio, including the position in T$-$bills? $($Round your answers to $1$ decimal place.$)$

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.$)$