3) (4 pts) Assume you have constructed an optimal risky portfolio that consists of the following asset classes: The risky portfolio has an expected return of 9% and a standard deviation of 18%. Large Stocks Mid-Cap Stocks Corp bonds Weights 40% 10% 50% There are also risk-free (cash) investments available that offer a 1.0% return. You have $100,000 to invest and you are somewhat risk adverse and you are wanting to reduce your overall volatility (standard deviation) to 12.6%. How will your $100,000 be allocated in order to achieve a standard deviation of 12.6% on the complete portfolio and what is the expected return of your position. Large StocksS Mid-Cap Stocks S Expected return of your position is equal to Corp Bonds S Cash S