Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. a) Please graph Capital Allocation Line (assuming lending rate is 5%) Upload Choose a File Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. b) If this client wants a portfolio with a return standard deviation of 20%, what percentage of her money should be invested in your fund? Suppose that one year T-bills are currently yielding 5%. Further, suppose that you manage a fund with an expected return of 20% and a standard deviation of 50%. Suppose that you have a client who will put all of her money in a combination of your fund and one year T-bills. c) The sharpe ratio is defined as the ratio of excess return to standard deviation. What is the sharpe ratio of your client's portfolio from part (a)? What is the Sharpe ratio of your fund