B. Now consider another type of portfolio, called a completed portfolio. This is a portfolio that puts a y weight on your N -asset equal weighted portfolio and a 1 y weight on the riskless asset. Calculate the mean, standard deviation, skewness, and kurtosis of this portfolio for y = .5, 0, .5, 1, and 2. On a graph with standard deviation on the X-axis and mean on the Y-axis, plot the values you just computed.