3. Suppose you can invest only in risky assets B and C that are imperfectly correlated. Suppose further that the means and standard deviations obtainable by varying the fraction f of money invested in B (and hence the fraction 1 - f of money invested in C) are given by the curve in Figure 4. Which part of the curve is dominated and can hence be ruled out as undesirable? How would you choose where to be on the remaining part of the curve? 4. Suppose, in addition, that you can invest in a risk-free asset A. How does this affect the relative amounts you invest in B and 5. Can we still automatically rule out asset D (Figure 2) by dominance if we were allowed to hold it in a portfolio along with A, B, and 6. How would you generalize these ideas to three or more risky assets