10. Consider risky Asset A, with expected return of 8% and return standard deviation of 10%. The Treasury bill rate is 2%.

a. Graph your investment opportunity set if you can neither borrow nor shortsell Asset A.

b. Graph your investment opportunity set if you can borrow at the Tbill rate without limit, but you cannot shortsell Asset A.

c. Graph your investment opportunity set if you can borrow at 4%, up to 50% of your money (i.e. the maximum you can invest in Asset A is 150% of your money). You cannot shortsell Asset A.