Question 29 (1 point) You manage a risky portfolio with an expected return of 10% and standard deviation of 15%. The T-bill rate is 3%. Your client chooses to invest 60% of their money in your risky portfolio with the remaining 40% in a T-bill money market fund. The expected return of your client's complete portfolio is --, and the Sharpe Ratio of your client's complete portfolio is 7.2%, 0.28 9.4%, 0.28 7.2%, 0.47 9.4%, 0.47