Consider the following information about a risky portfolio that you manage, and a risk-free asset: E(rp) = 15% p = 18% rf = 9%. Your client, Miss Darko, wants to invest her total investment budget in your risky Fund and the risk-free asset to provide an expected rate of return on her complete portfolio equal to 12%. Required: i) What proportion of her total investment budget should she invest in the risky portfolio, P, and what proportion in the risk-free asset? ii) Considering your answer in i) above, what is the standard deviation of the complete portfolio iii) Suppose Miss Darko has a risk-aversion index of 3. What is the maximum proportion of her investment budget that should be put in your risky Fund?