Suppose that you manage a risky portfolio with an expected rate of return of12% and a standard deviation of 17%. The T-bill rate is5% Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-Bill money market fund. Suppose your risky portfolio includes the following investments in the given proportion: Stock A Stock B Stock C a. 35% 23% What are the investment proportion of your client's overall portfolio, including the T-bills? b. What is the Sharpe ratio of your risky portfolio and your client's overall portfolio? Draw the CAL line of your portfolio. What is the slope of the CAL? Show the position your client on the fund's CAL. c. 91