I NEED DETAILED EXPLANATIONS TO FIGURE OUT HOW WE GOT THESE. PLEASE EXPLAIN ALL THE PARTS STEP BY STEP

Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 35%. The T-bill rate is 5%. Your client chooses 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? (Round your answers to 2 decimal places.) Expected return Standard deviation 13.40 1% % per year 24.50 1% % per year b. Suppose your risky portfolio includes the following investments in the given proportions Stock A Stock B Stock C 34% 37% What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 2 decimal places.) Security T-Bills Stock A Stock B Stock C Investment Proportions 30.00 1% % 23.801% % 25.901% % 20.30 1% % 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 0.3429 0.001 0.3429 0.001