ASAP

Your client holds an optimal complete portfolio H that consists of a portfolio of risky assets (P) and T-Bills The information below refers to these assets. What are the expected return and standard deviation of portfolio H ? What is the equation of your client's capital allocation line? a. 8.0% and 11.7%; ( Return of portfolio H)=1.6%+0.55 Standard Deviation of H b. 8.0% and 11.7%; E(Return of portfolio H)=1.6%+0.64 Standard Deviation of H c. 10.8% and 8.5% E(Return of portfolio H)=11.6%+0.18 Standard Deviation of H d. 13.59% and 11.7% E(Return of portfolio H)=3.4%+0.55 Standard Deviation of H