assume that the risk free interest rate $($gunranted by government bonds$)$ is $3\%($annual effective$),$ and there is a stock which can go up in a year by $10\%$ with probability $0\mathrm{.}6$ or down by $4\%$ with probability $0\mathrm{.}4.$ Design a portfolio with initial wealth $$1000$ split between the stock and the government bonds so the risk of the portfolio $($as measured by the standard deviation of the rate of return$)$ is $4\%.$