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%. 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 return and standard deviation of your client's portfolio? (round your answers to 1 decimal place.) expected return % per year standard deviation % per year b. suppose your risky portfolio includes the following investments in the given proportions: stock a 27% stock b 33% stock c 40% what are the investment proportions of your client’s overall portfolio, including the position in t-bills? (round your answers to 1 decimal place.) security investment proportions t-bills % stock a % stock b % stock c % c. what is the reward-to-volatility ratio (s) of your risky portfolio and your client's overall portfolio? (round your answers to 4 decimal places.) reward-to-volatility ratio risky portfolio client’s overall portfolio