1) You invest your money in a risky portfolio P with an expected rate of return of 15% and a standard deviation of 25% and in a T-bill (risk-free asset) with a rate of return of 5%. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a combined portfolio C with an expected rate of return of 8%?

2) What is the standard deviation of the complete portfolio C obtained in 1)?

3) What is the slope of the Capital Allocation Line with the risky portfolio P and the risk-free asset?