According to CML equation, the market portfolio has an expected return (RM) of 119 and standard deviation (om) of 22%. You can borrow or lend at the risk-free rate of 396. 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 1596. 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 -0.60, WRF-0.40 WM -0.50, WRF-0.50 O WM -0.682. WRF-0.318 O WM =0.30, WRF-0.70