Assume that you manage a risky portfolio with an expected rateof return of 15% and a standard deviation of 47%. The T-bill rateis 5%. Your client chooses to invest 70% of a portfolio in yourfund and 30% in a T-bill money market fund. a. What is the expectedreturn and standard deviation of your client's portfolio? (Roundyour answers to 2 decimal places.) Expected return % per yearStandard deviation % per year b. Suppose your risky portfolioincludes the following investments in the given proportions: StockA 31% Stock B 31% Stock C 38% What are the investment proportionsof your client’s overall portfolio, including the position inT-bills? (Round your answers to 2 decimal places.) SecurityInvestment Proportions T-Bills % Stock A % Stock B % Stock C % c.What is the reward-to-volatility ratio (S) of your risky portfolioand your client's overall portfolio? (Round your answers to 4decimal places.) Reward-to-Volatility Ratio Risky portfolioClient’s overall portfolio
