27. Now, assume you decide to include T-bill into your complete portfolio. Suppose the optimal portfolio (the optimal risky portfolio is the combination of stock and bond fund that gives investor the best risk-return trade-off when combining with T-bill, portfolio Ogives the highest slope and tangent to the investment set), has the structure of 45.16% stock and 54.84% bond. a. Solve for the expected return and standard deviation of the optimal risky portfolio b. Suppose now that your complete portfolio must yield an expected return of 14% and be efficient, that is, on the best feasible CAL. What is the standard deviation of your portfolio? What is the proportion invested in the T-bill fund and each of the two risky funds? 27. Now, assume you decide to include T-bill into your complete portfolio. Suppose the optimal portfolio (the optimal risky portfolio is the combination of stock and bond fund that gives investor the best risk-return trade-off when combining with T-bill, portfolio Ogives the highest slope and tangent to the investment set), has the structure of 45.16% stock and 54.84% bond. a. Solve for the expected return and standard deviation of the optimal risky portfolio b. Suppose now that your complete portfolio must yield an expected return of 14% and be efficient, that is, on the best feasible CAL. What is the standard deviation of your portfolio? What is the proportion invested in the T-bill fund and each of the two risky funds