please answer B and C, A is already answered.

Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7% Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. Required: a. What are the expected return and standard deviation of your client's portfollo? (Round your answers to 1 decimal place.) Expected return 14.0% per year Standard deviation 18.9% per year b. Suppose your risky portfolio Includes the following Investments in the given proportions: stock A 27% 33 stock B stock c 40 What are the investment proportions of your client's overall portfollo, including the position in T-bills? (Round your answers to 1 decimal place.) Investment Security Proportions T-Bills % Stock A % Stock B % Stock C % 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-Volability Ratio Risky portfolio Client's overall portfolio