3. Assume that market portfolio has two securities, their expected rate of return respectively are 8%,13%, standard deviation respectively are 0.12 and 0.20. In market portfolio their weight respectively are 0.4 and 0.6, both securities correlation coefficient rate of return are 0.3, risk free inte we have already know that the expected return on the portfolio is 10%, according to CML equation solve the standard deviation of the portfolio. 4. Please compare the differences between optimal risky portfolio and optimal portfolio