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3. Assuming that an investment portfolio consists of two securities of equal proportion (namely 50%), and the standard deviations of their returns are 20% and 40%, respectively. Ask: When the correlation coefficients of these two securities are 1. 0.4 and -1, respectively, what are the standard deviation of the portfolio? 4. Assuming that the expected return rate of the market portfolio is 14%, and its standard deviation is 20%, and the risk-free return rate is 3.2%. Ask: 1) If an investor needs a portfolio with a yield standard deviation of 12%, what should be the investment proportion of the market portfolio? What is its expected rate of return at this time? 2) If the investor has 1 million yuan to invest, how much money should he borrow at a risk-free rate of return to make the portfolio have an expected rate of return of 19.4%