Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 40%. The T-biII rate is 4%. 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.) Expected return % per year Standard deviation % per year b. Suppose your risky portfolio includes the following investments in the given proportions: StockA 24% Stock B 33% Stock C 43% What are the investment proportions of your client?s overall portfolio, including the position in T-bills? (Round your answers to 2 decimal places.) Investment Security Proportions T-Bills StockA % Stock B % Stock C % 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.) Reward-to-Volatility Ratio Risky portfolio Client?s overall portfolio