QUESTION 9 Assume that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 20%. The T-bill rate is 5%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. What is the Sharpe ratio of your risky portfolio and your client's overall portfolio? What is the intercept of the CAL (for the risky portfolio and the risk-free asset) on an expected return/standard deviation diagram? Sharpe Ratio=0.75 Intercept -0.05 Sharpe Ratio=0.85 Intercept = 0.05 Sharpe Ratio - 0.55 Intercept = 0.15 Sharpe Ratio -0.45 Intercept = 0.20