Return to question 6 Problem 5-12 (Algo) 10 points Assume that you manage a risky portfolio with an expected rate of return of 15% and a standard deviation of 39%. The T-bill rate is 6%. 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 portfolio? (Round your answers to 1 decimal place.) Answer is complete and correct. 12.3 % per year Expected return Standard deviation 27.3% per year Return to question 6 b. Suppose your risky portfolio includes the following investments in the given proportions: points 10 points Stock A 234 Stock B 32 Stock C 45 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal place.) & Answer is not complete. Security Investment Proportions T-Bills % Stock A Stock B Stock C % % % 10 points c. What is the reward-to-volatility ratio (9) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.) X Answer is not complete. Reward-to-Volatility Ratio Risky portfolio Client's overall portfolio