For Problems 12-16, assume that you manage a risky portfolio with an expected rate of 17% and a standard deviation of 27%. The T-bill rate is 7%. 12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill m market fund. (LO 5-3) a. What is the expected return and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 27% 33% 40% What are the investment proportions of your client's overall portfolio, including the position in T-bills? c. What is the Sharpe ratio (S) of your risky portfolio and your client's overall portolio d. Draw the CAL of your portfolio on an expected return/standard deviation diagram. What is the slope of the CAL? Show the position of your client on your fund's CAL