You manage equity fund with an expected risk premium of 12% and a standard deviation of 14%. The rate on T-bill is 4%. Your client chooses to invest $80,000 her portfolio in your equity fund and $20,000 in T-bill money market fund Question 26 (1 point) Saved What are the expected return and standard deviation of return on your client's portfolio? 12.75% and 11.20% 16.00% and 13.60% 13.60% and 11.20% 15.40% and 12.25% What is the reward-to-volatility ratio (Sharpe Ratio) for this equity fund? 0.8211 0.7710 0.8991 0.8571 Suppose your risky portfolio includes the following investments in the given proportions: Stock A: 25% Stock B: 35% Stock C: 40% What are the investment proportions of your client's overall portfolio, including the position in T-bills? 6% in Stock A, 32% in Stock B, 42% in Stock C, 20% in T-Bill 20% in Stock A, 28% in Stock B, 32% in Stock C, 20% in T-Bill 25% in Stock A, 35% in Stock B, 40% in Stock C, 20% in T-Bill 5% in Stock A, 7% in Stock B, 8% in Stock C, 80% in T-Bill