Assume you prefer a portfolio with an expected standard deviation of 30%. You can invest in the market and at the same time invest/borrow money at the risk-free rate. The expected return on the market portfolio is 15% with a standard deviation of 20%. The current risk-free rate is 5%. If you want to invest $1,000 of your own money, how much do you invest/borrow at the rise free rate to achieve a portfolio standard deviation of 30107 You borrow $250 at the free and Invest 51.250 in the market. You torrow 533 the free rate and invest $2.330 in the market You borrow $500 at the street and invest $1.500 in the market You invest $500 at the treate and $500 in the market You love $250 at the treate and $750 in the mud