1. An investor can lend at 2 . We have two assets with expected returns 9 and 12 , standard deviations 12 and 13 and correlation 0.5. It is known that the tangent portfolio has standard deviation of 11.3 and expected return of 11.07. Find: a. The investment weights for the tangent portfolio. b. The investment weights and standard deviation for an efficient portfolio with expected return of 6 . c. The investment weights and expected return for an efficient portfolio with standard deviation of 3