5.7 Assume a world with homogeneous expectations (i.e., everybody agrees on expected returns and standard deviations). In this world the market portfolio has an expected return of 12 percent and a standard deviation of 10 percent. The risk-free asset has an expected return of 5 percent. (a) What should the expected return of the portfolio be if it has a standard deviation of 7 percent? (b) What should the standard deviation of the portfolio be if it has an expected return of 20 percent? a