Suppose that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. Your client chooses fo invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. a. What is the expected refum and standard deviation of your client's portfolio? b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A 27% Steck B 33% Steck C 40% What are the investment proportions of your client's overall portfolio, including the position in T-bills? c. What is the Sharpe natio (Sp) of your risky portfolio and your elient's overall portfolio? d. Draw the CAL. of your portfolio on an expected returnatandard deviation diagram. What is the slope of the CAL? Sbow the position of your elient on your fand's CAL