Assume that we have three assets. The first one has expected return Hi = 10% and standard deviation of return equal to 0. = 0.12. The second has expected return Hz = 20% and standard deviation of return equal to 0 = 0.2. The third asset has expected return He = 15%. We would like to determine the range of the standard deviation of the third asset so that none of the assets dominates another. This range is an interval with a lower bound 'a' and an upper bound b'. 1. What is the lower bound 'a' of the interval? 2. What is the upper bound 'b' of the interval