Consider a standard portfolio choice problem with two risky assets: equity and risky bond. Their expected returns, standard deviations, and the correlation coefficient are given by [ ] a) Suppose the risk-free interest rate is 5%, find the tangency portfolio. b) Given the 5% risk-free interest rate and the utility function of an investor E(r_(c))-0.005 Asigma_(c)^(2)," where "A=5 1 what are the investor's optimal portfolio weights on the equity and risky bond? c) Suppose the risk-free interest rate is 6%, find the tangency portfolio. d) Suppose the risk-free saving rate is 5% and the risk-free borrowing rate is 6%. Find the optimal portfolio weights of equity, risky bond, and safe asset for an investor with A=2