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20 points Suppose you have a riskless security at 5% and a market portfolio with a return of 12% and a standard deviation of 8%.

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20 points Suppose you have a riskless security at 5% and a market portfolio with a return of 12% and a standard deviation of 8%. Save Arywer a) You invest in the riskless security and the market portfolio above and your portfolio has standard deviation of 10% How is your investment decision (in terms of weight of each assets and explain your necessary action)? (10 points) b) What is the expected return of your portfolio? (10 points)

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