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Assume that you manage a risky portfolio with an expected rate of return of $16\%$ and a standard deviation of $32\%.$ The T$-$bil Your client chooses to invest $80\%$ of a portfolio in your fund and $20\%$ in a T$-$bill money market fund.

Required:

a$.$ What are the expected return and standard deviation of your client's portfolio?

Note: Round your answers to $1$ decimal place.

Answer is complete and correct.

$\backslash$table$[[$Expected return,$13\mathrm{.}8,\%$ per year$],[\backslash$table$[[$Standard$],[$deviation$]],25\mathrm{.}6,\%$ per year$]]$

b$.$ Suppose your risky portfolio includes the following investments in the given proportions:

$\backslash$table$[[$Stock$,$A$,28\%$