According to CML equation, the market portfolio has an expected return (RM) of 11% and standard deviation (om) of 22%. You can borrow or lend at the risk-free rate of 3%. You want to create efficient portfolios that'll fall on the capital market line (CML or efficiency frontier) and be a combination of the market portfolio and risk-free asset. Assume that your risk tolerance, reflected by standard deviation of your portfolio, is 3096. Calculate how much would you invest in the market portfolio and risk-free asset (i.e. find weights of market portfolio and risk-free assets) to create your desired portfolio. O WM-0.30, WRF-0.70 . WM -0.50, WRF-0.50 O WM-1.363, WRF--0.363 WM-1.0, WRF-0.00