a |Assume that investors can choose between a riskless asset that pays 2% and four risky assets with expected return as shown below: Risky Expected Asset Return 1 6.20% 2 8.25% 3 12.00% 4 13.60%:1 a. The value for Risky Asset 3 is approximately 1.25 . What is the expected rate of return on the market or tangent portfolio?|| ii. What are the values for the other risky assets ?| b. Risky Asset 3 accounts for 11.18% of the tangent portfolio. Risky Asset 4 accounts for 33.18% of that same portfolio. What are the shares of Risky Assets 1 and 2 in the tangent portfolio?| c. The standard deviation of the return on the market portfolio is 20%. What collection of securities should an investor hold if her utility function is: U = 1 0.602 where and o2 are the expected return and variance respectively, of her portfolio?T