Assume the risk-free rate of return is 3%. The following four risky securities are available. Determine the weights of investment in each security to get the tangency portfolio. Calculate the expected return and standard deviation of the tangency portfolio. Variance-Covariance Security 1 2 3 4 Expected Return % 10 8 12 15 1 64 30 25 50 2 30 36 -10 15 3 25 -10 81 20 4 50 15 20 144