1. Suppose the risk-free rate RF is 3%, the expected return on the market portfolio RM is 8%, and the standard deviation of the return on the market portfolio M is 26%. (a) If you have 100% of your money in the risk-free asset, what is your portfolio expected return and standard deviation? (b) If you have 100% of your money in the market, what is your portfolio expected return and standard deviation? (c) If you have 60% of your money in the mnarket and 40% in the risk-free asset what is your your portfolio expected return and standard deviation