An investor has $100 to invest. The investor can invest in a risky portfolio S of equities which has an expected return of 14 percent and a standard deviation of 20 percent. The investor can also lend or borrow risk-free at 6 percent interest. Show how the investor can construct a portfolio with standard deviations of (a) 10 percent (b) 30 percent Work out the expected returns on these portfolios in a table. Show that these four investment opportunities lie on a straight line in a graph in expected return/standard deviation space