2) An investor can build a portfolio with a risky asset with expected return of 10% and standard deviation of 20% and a riskless asset with return of 4%. 2.a) which of the following portfolios are on the Capital Allocation Line? Expected Return 13% 13% 5.8% S.D 6% 30% 6% 1,2 2,3 1,2,3 none 2.b) which portfolio use leverage? none