Assume that you manage a risky portfolio with an expected rate of return of 16% and a standard deviation of 40%. The T-bill rate is 4%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. 3. 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 westments in the given proportions: BLOG Brook Stoc 341 33 45 What are the westment proportions of your client's overall portfolio, including the position in T.bills? (Round your answers to 1 decimal places.) Investment Proportions Security T. b. Suppose your risky portfolio includes the following investments in the given proportions: Stock Stocks Stock C 245 33 43 What are the investment proportions of your client's overall portfolio, including the position in T-bills? (Round your answers to 1 decimal places.) Investment Proportions Security T.Bills Stock Stock Stock % % % % c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.) Reward-to-Volatility Ratio Raky portfolio Clans overall pondo