You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 38% The Tbill rate is 6% Your client's degree of risk aversion is A=30, assuming a utility function u - Er) - XA0 6. What proportion, y, of the total investment should be invested in your fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Investment proportion y b. What are the expected value and standard deviation of the rate of return on your client's optimized portfolio? (Do not round intermediate calculations, Round your answers to 2 decimal places.) Expected retum Standard deviation