2. You invest $1000 in a risky asset with an expected rate of return of 0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of 0.04. 1) What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.12? 2) What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.24? 3) The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to 4) What is the weight you should put into risky asset to have an optimal portfolio if your coefficient of risk aversion A=4