3. Suppose the annual average expected return of large stocks and long-term Treasury bonds portfolios are 20% and 15%, respectively. The standard deviation of annual returns of large stocks and long-term Treasury bonds are 20% and 10%. The correlation coefficient is 0.1 . T-bill has annual expected return 5% and standard deviation 0 . (5\%) a. Find the minimum variance portfolio (MVP) and its expected return and standard deviation. (7\%) b. Find the optimal risky portfolio (O) and its expected return and standard deviation. (3\%) c. Find the slope of the CAL generated by T-bill and portfolio O. What is the equation for the CAL