#3. The risk-free asset has a return of 1% and there are two risky assets in the market: Asset A has an expected return of 5% and standard deviation of 7.5%; Asset B has an expected return of 6% and a standard deviation 10%%. The correlation of returns between the two risky assets is +0.25. If you invest only in the risk-free asset and asset A what proportions would you invest to generate a portfolio with an expected return of 4%? And how would you construct a portfolio of the risk- free asset and Asset B with an expected return of 4%? Which of these two portfolios would dominate? Check by comparing the risk positions of the two portfolios. If you consider investing in all three assets (risk-free, A, and B), what proportions would you invest in each to produce a portfolio with an expected return of 4% with minimal risk? What level of risk is associated with this target portfolio