Consider the following information about a risky portfolio that you manage and a risk-free asset: E(rp) = 148, Op = 178, rf = 58. 00 a. Your client wants to invest a proportion of her total investment budget in your risky fund to provide an expected rate of return on her overall or complete portfolio equal to 6%. What proportion should she invest in the risky portfolio, P, and what proportion in the risk- free asset? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 12.5 points % 8 02:14:03 Risky portfolio Risk-free asset % eBook Print b. What will be the standard deviation of the rate of return on her portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) References Standard deviation c. Another client wants the highest return possible subject to the constraint that you limit his standard deviation to be no more than 12%. Which client is more risk averse? First client O Second client