part c please!! i already did a and b

E F G H L M A J K Assume that you manage a risky portfolio with an expected rate of return of 14% and a standard deviation of 30%. The T-bill rate is 6%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund. a What is the expected return and standard deviation of your client's portfolio? Expected Return Standard Deviation 12.8 % per year 25.5 % per year b Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 24 % 32 % 44 % What are the investment proportions of your client's overall portfolio, including the position in T-bills? Security Invesment Proportions T-bills 15 % Stock A 20.4 % Stock B 27.2 % Stock C 27.4 % What is the reward-to-volatility ratio (s) of your risky portfolio and your client's overall portfolio? b Suppose your risky portfolio includes the following investments in the given proportions: Stock A Stock B Stock C 24 % 32 % 44 % What are the investment proportions of your client's overall portfolio, including the position in T-bills? Security Invesment Proportions T-bills 15 % Stock A 20.4 % Stock B 27.2 % Stock C 27.4 % 1 2 3 4 15 c 26 27 28 29 30 What is the reward-to-volatility ratio (s) of your risky portfolio and your client's overall portfolio? Reward-to-volatility ratio Risky Portfolio Client's overall portfolio