Consider a situation with 5 assets making up the entire economy and the following expected rates of return and variance-covariance matrix: Find the expected return and standard deviation of the efficient Market portfolio, assuming that CAPM holds and that the riskless rate Rf 2.1% Find the expected return and standard deviation of the complete portfolio for an investor with risk aversion index A=5. What fraction of his/her fund will the investor invest in risky portfolio. 0.05943833 m-0.0195142 0.02850264 0.00397777 0.00201098 0.00204372 0.002684190.00267422 V= 0.002010960.004058610.00204412 0.000998120.00186213 0.002043720.00204412 0.006429910.000821420.0018522 0.002684150.000908120.00082142 0.00709072 0.00271984 0.002674220.001862120.001852250.00271984 0,0000013 0.00301542 0.01816838