will sell? $ 12-16, assume 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%. 12. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. (LO 5-3) Q. What is the expected return and standard deviation of your client s portono! b. Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 27% 33% 40% What are the investment proportions of your client's overall portfolio, including the position in T-bills? (c. What is the Sharpe ratio (S) of your risky portfolio and your client's overall portfoli d. Draw the CAL of your portfolio on an expected return/standard deviation diagram. turn/standard deviation diagram. What is the slope of the CAL? Show the position of your clien 13. Suppose the same client in the previous problem decidant b. What are your clients locum c. What is the standard deviation of the rate of return on your un 14. Suppose the same client as in the previous problem prefers to invest in your portfolio proportion (y) that maximizes the expected return on the overall portfolio subject to t constraint that the overall portfolio's standard deviation will not exceed 20%. (LOS a. What is the investment proportion, y? h. What is the expected rate of return on the overall portfolio? 1 CO.D 500 stock index yiel