Consider the following information about a risky portfolio that you manage and a risk-free asset: E(r) = 11%, 0e = 10%, rt = 6%. 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 8%. 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 place.) WHAT IS RISKY portfolio WHAT IS RISK-FREE asset % % 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.) WHAT IS Standard deviation %