1. Assume that your portfolio is invested in a risky asset and the three-month T-bills. The risky asset has an expected rate of return of 15% and a standard deviation of 8%. The T-bill rate is 4%. a. If you choose to invest 70% of the portfolio in the risky asset and 30% in the T-bills. What is the expected return and standard deviation of your portfolio? c. Suppose your portfolio is subject to the constraint that its standard deviation will not exceed 20%. What is the maximum portfolio weight of the risky asset? What is the maximum expected rate of return on the portfolio