A hedge fund manager expects his portfolio to earn a rate of return of 9% year.The beta of the portfolio is 0.9.If the rate of return on the market portfolio is 14 percent and the risk-free rate is 4 percent, the return of the portfolio according to CAPM is 13%. How can I make a portfolio with the same risk as the manager, but a higher return using a stock index fund and T-bills? Like how do I calculate the percentage of how much of the portfolio should come from which source? Thanks!