Th6 and tine ntandard deviation of the riak free asset is sdeyr = 0\% Your cient chooses to invest 70% in your portfollo (P) and 30% (T) in the risk-free asset. What is the standard deviation of your cient's portfolio7 Seiect the closest answer: A 10.05 8. 14.5% C15.4% p. 22.05 QUESTION 9 You are a manager of a risky portiolio p (consists of bonds and stocks) with an expected return E(rp)=16% and standard deviation sdev p=22%. The risk free rate rf = 7% and the standard deviation of the risk free asset is sdevf =0% Your cliont chooses to invest 40% in your portfolio (p) and 60% (f) in the risk-free asset. What is the Sharpe ratio of your client's porttolio? Select the closest answer. A. 0.37 B. 0.41 c. 0.35 p,0.39 QUESTION 10 Click Sate and Subvit to save and submit. Click Save All Answers to save all answers