Below is the information for questions A and B. You estimate that a passive portfolio, for example, one invested in a risky portfolio that mimics the SP 500 stock index, offers an expected rate of return of 14% with a standard deviation of 28%. You manage an active investment fund with an expected rate of return of 17% and a standard deviation of 25%. The T-bill rate is 5%. Your client's degree of risk aversion is A - 3. A. If your client chooses to invest in the passive portfolio, what is the optimal allocation between the passive portfolio and the risk-free asset? What is the mean return and the standard deviation of the resulting optimal allocation?