A universe of securities includes a risky stock (X), a stock index fund (M), and T-bills. The data for the universe are: be CONCEPT check 6. Expected Return Standard Deviation X M T-bills XXX XXX C. The correlation coefficient between X and M is -2. a. Drow the opportunity set of securities X and M. b. Find the optimal risky portfolio (O) and its expected return and standard deviation Find the slope of the CAL generated by T-bills and portfolio O. d. Suppose an investor places 20 (ie, 22.22%) of the complete portfolio in the risky portfolio O and the remainder in T-bills. Calculate the composition of the complete portfolio. Make a use of your fantasy 1. Instead of crossed numbers put your own numbers and redo points (a) through (d) of the concept check 6.4