Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 32%. The T-bill rate is 5% 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 Standard deviation % per year % per year b. Suppose your risky portfolio includes the following investments in the given proportions: stock A Stock 200 What are the investment proportions of your client's overall portfolio, including the position in Tbilis? (Round your answers to 1 decimal places.) Investment Proportions Security T-Bills Stock A Stock Stock C % % %6 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