A asset has an expected return of 20% and standard deviation of 30%. B asset has an expected return of 10% and standard deviation of 23%. C asset is risk-free with a rate of 5%. The correlation between A and B is 0.15. a) What is the expected return and standard deviation of the optimal risky portfolio? b) Suppose your complete portfolio must yield an expected return of 15% and be efficient. What is the standard deviation of your portfolio? c) What is the proportion of your portfolio invested in A and B, respectively?