Assume now that we add a Risk-free security So with return po = 0.6%. 1. (10 points) We denote the Tangent Portfolio by (Pr). Derive the expressions of its weights (Pr), its Expected Return (PT), its volatility (or). Assume now that we add a Risk-free security So with return po = 0.6%. 1. (10 points) We denote the Tangent Portfolio by (Pr). Derive the expressions of its weights (Pr), its Expected Return (PT), its volatility (or)