1. You want the volatility of your complete portfolio to be the same as the volatility of a benchmark. If the standard deviation of the benchmark is 0.20 and the standard deviation of the risky basket portfolio (non T-bill portion) is 0.30, what should be the weight on the risky basket? 2. In the above scenario, if the excess return of the benchmark is 12% and the excess return of the risky basket is 21%, what is the M-square? 3. Let the standard deviation of the benchmark be 0.20. The standard deviation of the risky basket is equal to 0.40. The excess return of the risky basket is 21% and the excess return of the benchmark is 18%. What is M-square?