3. The universe of available securities includes two risky assets and one risk free asset. The +data for this universe are as follows: A B T-Bill P Expected Return Standard Deviation 15% 25% 35% 55% 5% 0 -.2 A. Draw the investment opportunity set of funds A and B. B. Find the optimal risky portfolio, P, its expected return and standard deviation. C. Find the slope of the CAL supported by T-bills and portfolio P. D. How much will an investor with risk aversion coefficient of 4 invest in funds A and B and in T-bills?