Seved Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 40%. The T-bil rate is 4%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund, a. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Expected return Standard deviation % per year % per year b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock Stock 24% 33 What are the investment proportions of your client's overall portfolio, including the position in Tbilis (Round your answers to 1 decimal places.) Investment Proportions 9 Security T.Bins StockA Stock B Stock c. What is the reward-to-volatility ratio (9) of your risky portfolio and your clients overall portfolio? (Round your answers to 4 decimal places.) Reward to Volatility Ratio Risky portfolio Client's overall portfolio