8) Take a look at the following two funds: Suppose that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL. Weights for optimal risky portfolio: WA=39.39%WB=60.61% a. What is the covariance of the two funds? b. What is the proportion invested in the T-bill fund and risky portfolio (with Fund A and Fund B) ? (hint: you don't have to calculate the weight for fund A and fund B, respectively)