I. Assume that you manage a risky portfolio with an expected return of 17% and a standard deviation of 27%. The T-bill rate is 7%. You client choose to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. a) What is the expected return and standard deviation of your client's portfolio? b) What is the Sharpe Ratio of your risky portfolio and your client's overall portfolio? c) Suppose your risky portfolio includes the following investment 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