Brenda is a financial advisor who constructs investment portfolios for her clients by combining a mutual fund with an investment in a risk-free asset. Brenda can pick a mutual fund from the following list: Mutual fund Expected return Volatility A 15% 30% B 10% 25% Jane and her client have access to borrowing and lending at the risk-free rate of 1%. Therefore, Brenda should pick mutual fund to implement her strategy. Considering that her client has 1000 available to invest and wants to borrow an additional 1000 at the risk-free rate, the fraction of the portfolio invested in that fund is % and the fraction invested in the risk-free asset is %. The corresponding expected return is % and the corresponding volatility is %.