Consider a risky portfolio with an expected return of $11\%$ and standard deviation

of $16\%.$ Assume the risk free rate is $3\%.$

$($a$)$ Assuming you allocate $90\%$ in the risky portfolio and the remaining in the

risk$-$free asset, compute the complete portfolio$$s Expected Return, Standard

Deviation, and Sharpe Ratio.

$($b$)$ What percentages of your money must be invested in the risky asset and the

risk$-$free asset, respectively, to form a portfolio with an expected return of

$9\%?$

$($c$)$ What percentages of your money must be invested in the risky asset and the

risk$-$free asset, respectively, to form a portfolio with a standard deviation of $10\%?$