An investor is faced with an TSX index fund with an expected return of 15%, a risk free rate of 2.5%, and a standard deviation of market returms on the TSX index fund of 20%. a) What combination of the index fund and the risk free asset will give the investor a portfolio with an expected return of 10% ? E(rp)=wmE(rm)+(1wm)rf b) What is the standard deviation of the portfolio from (a)? p=wmm c) If the investor decides he can take on a portfolio with a standard deviation of returns of 30%, what is the highest expected return he can achieve? Explain