Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 42%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% 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 Standard deviation 16.2 % per year 35.7 % per year b. Suppose your risky portfolio includes the following investments in the given proportions Stock A Stock B Stock C 26% 35% 39% 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 Proportions Security T-Bills Stock A Stock B Stock C 15% 22% 30 % 33% 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