Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 29% The T-bill rate is 5% Stock Stock B Stock 22 % 31 % 47% A client prefers to invest in your portfolio a proportion () that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's deviation will not exceed 20% a. What is the investment proportion, ? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Investment proportion y 96 b. What is the expected rate of return on the overall portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Rate of return