Use these inputs for Problems 13 through 19: You manage a risky portfolio with expected rate of return of 18% and standard deviation of 28%. The T-bill rate is 8%. 13. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the expected value and standard deviation of the rate of return on his portfolio? 14. Suppose that your risky portfolio includes the following investments in the given proportions Stock 25% Stock B 32% Stock 43% What are the investment proportions of your client's overall portfolio, including the position in T-bills? 15. What is the reward-lo-volatility ratio (s) of your risky portfolio? Your client's? CHAPTER 6 Risk Aversion and Capital Allocation to Risky Assets 213 16. Draw the CAL of your portfolio on an expected return-standard deviation diagram. What is the slope of the CAL? Show the position of your client on your fund's CAL. 17. Suppose that your client decides to invest in your portfolio a proportion of the total investment budget so that the overall portfolio will have an expected rate of return of 16. What is the proportion y What are your client's investment proportions in your three stocks and the T-bill fund? c. What is the standard deviation of the rate of return on your client's portfolio