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Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 25%. The T-bill rate is 7%. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. 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: StockA33%StockB33%StockC34% 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 portfolio? 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